+93.8%
GD vs RJF
+73.1%
+20.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -5.0% | +3.6% | -8.5% | -5.9% |
| 30D | +8.9% | +3.5% | +5.4% | +7.8% |
| 3M | -8.0% | -9.2% | +1.2% | -5.7% |
| 6M | +2.9% | +2.5% | +0.4% | +1.9% |
| YTD | +7.1% | +2.5% | +4.6% | +5.7% |
| 1Y | +5.9% | +2.3% | +3.6% | +4.6% |
| 3Y | +53.9% | +68.7% | -14.9% | +30.0% |
| All | +93.8% | +73.1% | +20.7% | +56.5% |
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