+8,297.1%
GEN vs RJF
+49,848.3%
-41,551.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +10.1% | -1.3% | +11.4% | +10.6% |
| 3M | +16.1% | +18.9% | -2.8% | +9.2% |
| 6M | +38.9% | +15.0% | +23.8% | +32.0% |
| YTD | +14.4% | +12.2% | +2.2% | +9.4% |
| 1Y | +5.9% | +5.6% | +0.2% | +3.2% |
| 3Y | +58.8% | +74.9% | -16.1% | +28.6% |
| 5Y | +24.7% | +106.6% | -82.0% | -6.6% |
| 10Y | +163.1% | +433.1% | -270.0% | +30.1% |
| All | +8,297.1% | +49,848.3% | -41,551.2% | +468.3% |
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