+390.3%
GDDY vs RJF
+438.3%
-48.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.2% | -2.7% | -0.5% | -2.2% |
| 30D | +6.8% | -4.3% | +11.1% | +8.4% |
| 3M | +30.5% | +15.7% | +14.7% | +23.3% |
| 6M | +13.3% | +17.8% | -4.5% | +6.1% |
| YTD | -21.0% | +9.2% | -30.1% | -24.2% |
| 1Y | -34.0% | +2.8% | -36.8% | -35.3% |
| 3Y | +33.1% | +69.5% | -36.4% | +6.3% |
| 5Y | +30.3% | +105.9% | -75.6% | -4.7% |
| 10Y | +205.5% | +424.9% | -219.3% | +51.2% |
| All | +390.3% | +438.3% | -48.0% | +157.5% |
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 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