+8,034.1%
GEN vs RJF
+46,927.3%
-38,893.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -3.0% | +1.5% | -4.5% | -3.5% |
| 30D | +24.7% | +6.7% | +18.0% | +22.0% |
| 3M | +4.1% | -7.3% | +11.5% | +6.9% |
| 6M | +36.0% | +9.8% | +26.3% | +31.6% |
| YTD | +10.9% | +5.6% | +5.2% | +8.3% |
| 1Y | +12.2% | +2.3% | +9.9% | +10.7% |
| 3Y | +63.3% | +73.6% | -10.3% | +32.8% |
| 5Y | +29.0% | +79.9% | -50.8% | +1.5% |
| 10Y | +147.5% | +328.8% | -181.3% | +32.5% |
| All | +8,034.1% | +46,927.3% | -38,893.2% | +462.3% |
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 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