+417.9%
GE vs RJF
+106.2%
+311.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -1.2% | -0.3% | -1.0% | -1.1% |
| 30D | -11.3% | -2.0% | -9.2% | -10.4% |
| 3M | -1.4% | +16.3% | -17.7% | -8.9% |
| 6M | +1.2% | +16.9% | -15.7% | -6.9% |
| YTD | +5.9% | +10.4% | -4.5% | -0.5% |
| 1Y | +18.4% | +7.4% | +11.0% | +12.5% |
| 3Y | +271.0% | +72.2% | +198.8% | +167.7% |
| 5Y | +417.9% | +105.1% | +312.8% | +210.2% |
| All | +417.9% | +106.2% | +311.8% | +210.2% |
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