+165.2%
GD vs RJF
+326.9%
-161.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.7% | +3.6% | -0.9% | +1.2% |
| 30D | +8.6% | +7.2% | +1.4% | +5.5% |
| 3M | -7.1% | -6.5% | -0.6% | -4.8% |
| 6M | +7.5% | +10.3% | -2.8% | +2.9% |
| YTD | +9.9% | +6.5% | +3.4% | +6.1% |
| 1Y | +7.6% | +6.1% | +1.4% | +3.9% |
| 3Y | +56.2% | +74.9% | -18.7% | +19.2% |
| 5Y | +100.6% | +81.3% | +19.3% | +44.7% |
| All | +165.2% | +326.9% | -161.7% | +29.7% |
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