+35.8%
GEN vs RJF
+80.1%
-44.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +31.2% | +5.3% | +25.9% | +28.6% |
| 3M | +6.1% | -6.8% | +12.9% | +9.0% |
| 6M | +38.1% | +11.4% | +26.7% | +32.2% |
| YTD | +14.4% | +5.5% | +8.9% | +11.2% |
| 1Y | +15.1% | +3.7% | +11.5% | +12.6% |
| 3Y | +68.5% | +73.4% | -4.9% | +34.5% |
| 5Y | +35.8% | +78.3% | -42.5% | +5.3% |
| All | +35.8% | +80.1% | -44.2% | +5.3% |
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