+2,202.2%
GAP vs RJF
+49,848.3%
-47,646.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +1.1% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | +9.0% | -1.3% | +10.3% | +9.7% |
| 3M | +5.0% | +18.9% | -13.9% | -2.1% |
| 6M | -17.8% | +15.0% | -32.8% | -22.5% |
| YTD | -10.4% | +12.2% | -22.6% | -14.9% |
| 1Y | -3.4% | +5.6% | -9.0% | -6.2% |
| 3Y | +111.5% | +74.9% | +36.6% | +67.6% |
| 5Y | +8.8% | +106.6% | -97.8% | -18.5% |
| 10Y | +32.9% | +433.1% | -400.2% | -27.1% |
| All | +2,202.2% | +49,848.3% | -47,646.1% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling