-2.7%
GFS vs RJF
+90.5%
-93.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +2.6% | +1.8% | +0.9% | +1.5% |
| 30D | -16.4% | 0.0% | -16.4% | -16.6% |
| 3M | -41.6% | +18.0% | -59.6% | -48.4% |
| 6M | -3.7% | +17.0% | -20.6% | -14.4% |
| YTD | +29.3% | +11.1% | +18.2% | +18.1% |
| 1Y | +37.1% | +8.0% | +29.2% | +27.8% |
| 3Y | -22.1% | +73.3% | -95.4% | -48.4% |
| All | -2.7% | +90.5% | -93.2% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling