+5.8%
GAP vs RJF
+106.2%
-100.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -3.9% | -4.1% |
| 7D | -3.2% | -0.3% | -2.9% | -3.0% |
| 30D | -0.7% | -2.0% | +1.3% | +0.8% |
| 3M | -0.5% | +16.3% | -16.8% | -10.4% |
| 6M | -5.0% | +16.9% | -21.9% | -15.5% |
| YTD | -14.7% | +10.4% | -25.1% | -21.4% |
| 1Y | -8.6% | +7.4% | -16.1% | -14.6% |
| 3Y | +108.4% | +72.2% | +36.1% | +33.0% |
| 5Y | +5.8% | +105.1% | -99.3% | -40.1% |
| All | +5.8% | +106.2% | -100.4% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling