+19,851.2%
GD vs RJF
+49,848.3%
-29,997.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -5.3% | -0.6% | -4.7% | -5.1% |
| 30D | -6.4% | -1.3% | -5.2% | -6.2% |
| 3M | +5.7% | +18.9% | -13.2% | +1.5% |
| 6M | -0.9% | +15.0% | -16.0% | -4.4% |
| YTD | +8.2% | +12.2% | -4.1% | +4.9% |
| 1Y | +13.4% | +5.6% | +7.8% | +11.4% |
| 3Y | +68.5% | +74.9% | -6.4% | +45.5% |
| 5Y | +97.2% | +106.6% | -9.5% | +61.6% |
| 10Y | +190.2% | +433.1% | -242.9% | +90.6% |
| All | +19,851.2% | +49,848.3% | -29,997.1% | +7,994.6% |
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