+2,883.5%
GE vs RJF
+49,848.3%
-46,964.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.7% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -11.6% | -1.3% | -10.3% | -11.2% |
| 3M | +3.0% | +18.9% | -15.9% | -3.6% |
| 6M | -0.5% | +15.0% | -15.6% | -5.9% |
| YTD | +9.7% | +12.2% | -2.5% | +4.4% |
| 1Y | +20.0% | +5.6% | +14.4% | +16.6% |
| 3Y | +275.8% | +74.9% | +201.0% | +199.2% |
| 5Y | +429.1% | +106.6% | +322.4% | +292.6% |
| 10Y | +151.2% | +433.1% | -281.9% | +32.6% |
| All | +2,883.5% | +49,848.3% | -46,964.8% | +358.5% |
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