+502.4%
GFI vs RJF
+104.0%
+398.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -4.9% | -2.7% | -2.1% | -4.6% |
| 30D | +10.7% | -4.3% | +15.0% | +11.1% |
| 3M | +25.6% | +15.7% | +9.9% | +24.2% |
| 6M | -8.3% | +17.8% | -26.1% | -9.4% |
| YTD | +6.3% | +9.2% | -2.9% | +5.4% |
| 1Y | +22.1% | +2.8% | +19.3% | +21.3% |
| 3Y | +289.2% | +69.5% | +219.7% | +270.4% |
| All | +502.4% | +104.0% | +398.4% | +492.5% |
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