+650.5%
GFI vs RJF
+48,495.2%
-47,844.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -4.9% | -2.7% | -2.1% | -4.7% |
| 30D | +10.7% | -4.3% | +15.0% | +11.0% |
| 3M | +25.6% | +15.7% | +9.9% | +24.5% |
| 6M | -8.3% | +17.8% | -26.1% | -9.2% |
| YTD | +6.3% | +9.2% | -2.9% | +5.7% |
| 1Y | +22.1% | +2.8% | +19.3% | +21.8% |
| 3Y | +289.2% | +69.5% | +219.7% | +275.8% |
| 5Y | +531.7% | +105.9% | +425.7% | +500.6% |
| 10Y | +1,043.8% | +424.9% | +618.9% | +904.5% |
| All | +650.5% | +48,495.2% | -47,844.7% | +593.1% |
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