+289.2%
GFI vs RJF
+69.0%
+220.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -4.9% | -2.7% | -2.1% | -4.5% |
| 30D | +10.7% | -4.3% | +15.0% | +11.3% |
| 3M | +25.6% | +15.7% | +9.9% | +23.5% |
| 6M | -8.3% | +17.8% | -26.1% | -10.0% |
| YTD | +6.3% | +9.2% | -2.9% | +5.0% |
| 1Y | +22.1% | +2.8% | +19.3% | +20.8% |
| 3Y | +289.2% | +69.5% | +219.7% | +247.2% |
| All | +289.2% | +69.0% | +220.2% | +247.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling