-0.8%
GFS vs RJF
+89.4%
-90.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | -8.2% | -2.0% | -6.2% | -7.1% |
| 3M | -38.9% | +16.3% | -55.2% | -45.4% |
| 6M | -2.9% | +16.9% | -19.8% | -13.7% |
| YTD | +31.8% | +10.4% | +21.3% | +20.8% |
| 1Y | +43.1% | +7.4% | +35.7% | +33.8% |
| 3Y | -20.6% | +72.2% | -92.9% | -47.2% |
| All | -0.8% | +89.4% | -90.2% | -37.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling