+2,078.7%
GAP vs RJF
+47,306.8%
-45,228.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.2% |
| 7D | -1.9% | +3.6% | -5.5% | -3.3% |
| 30D | -7.1% | +7.2% | -14.3% | -9.6% |
| 3M | +4.1% | -6.5% | +10.6% | +7.1% |
| 6M | +1.9% | +10.3% | -8.4% | -2.2% |
| YTD | -15.2% | +6.5% | -21.7% | -17.7% |
| 1Y | -10.6% | +6.1% | -16.7% | -13.2% |
| 3Y | +74.6% | +74.9% | -0.3% | +38.7% |
| 5Y | +3.7% | +81.3% | -77.7% | -18.2% |
| 10Y | +2.4% | +332.3% | -329.9% | -39.5% |
| All | +2,078.7% | +47,306.8% | -45,228.2% | +140.7% |
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