+157.2%
GEN vs RJF
+326.9%
-169.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +2.0% | +3.6% | -1.5% | +0.9% |
| 30D | +27.7% | +7.2% | +20.5% | +25.1% |
| 3M | +3.3% | -6.5% | +9.8% | +5.4% |
| 6M | +31.8% | +10.3% | +21.5% | +27.9% |
| YTD | +13.5% | +6.5% | +7.0% | +10.9% |
| 1Y | +16.0% | +6.1% | +9.9% | +13.4% |
| 3Y | +70.6% | +74.9% | -4.3% | +43.6% |
| 5Y | +32.1% | +81.3% | -49.2% | +8.5% |
| All | +157.2% | +326.9% | -169.7% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling