+27.9%
GAP vs RJF
+429.3%
-401.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -4.1% | -2.7% | -1.4% | -2.0% |
| 30D | +6.2% | -4.3% | +10.5% | +10.0% |
| 3M | -0.7% | +15.7% | -16.4% | -11.4% |
| 6M | -7.1% | +17.8% | -24.9% | -19.0% |
| YTD | -14.1% | +9.2% | -23.2% | -21.0% |
| 1Y | -8.5% | +2.8% | -11.3% | -12.3% |
| 3Y | +115.4% | +69.5% | +45.9% | +35.1% |
| 5Y | +9.8% | +105.9% | -96.1% | -42.2% |
| All | +27.9% | +429.3% | -401.4% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling