+20.8%
GEN vs RJF
+107.4%
-86.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.4% |
| 7D | -0.7% | +1.8% | -2.5% | -1.3% |
| 30D | +2.6% | 0.0% | +2.7% | +2.6% |
| 3M | +15.8% | +18.0% | -2.2% | +8.4% |
| 6M | +33.1% | +17.0% | +16.2% | +24.9% |
| YTD | +11.3% | +11.1% | +0.2% | +6.1% |
| 1Y | +1.7% | +8.0% | -6.3% | -2.2% |
| 3Y | +58.1% | +73.3% | -15.1% | +25.2% |
| All | +20.8% | +107.4% | -86.6% | -15.0% |
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