+174.0%
GD vs RJF
+343.7%
-169.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -1.9% | +4.0% | -5.9% | -3.5% |
| 30D | +10.9% | +6.1% | +4.8% | +8.2% |
| 3M | -6.8% | -5.8% | -0.9% | -4.7% |
| 6M | +7.0% | +9.7% | -2.7% | +2.7% |
| YTD | +11.1% | +6.2% | +4.9% | +7.4% |
| 1Y | +7.0% | +5.3% | +1.7% | +3.7% |
| 3Y | +59.9% | +74.4% | -14.5% | +22.2% |
| 5Y | +102.5% | +81.6% | +20.9% | +45.9% |
| 10Y | +174.0% | +333.6% | -159.5% | +34.7% |
| All | +174.0% | +343.7% | -169.7% | +34.7% |
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 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