-12.3%
GFS vs RJF
+81.7%
-94.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +3.0% |
| 7D | -3.1% | +3.4% | -6.5% | -5.2% |
| 30D | -16.0% | +5.9% | -22.0% | -19.2% |
| 3M | -24.7% | -4.6% | -20.1% | -22.8% |
| 6M | -45.1% | +9.5% | -54.6% | -49.3% |
| YTD | +16.5% | +6.0% | +10.5% | +9.3% |
| 1Y | +19.3% | +4.3% | +15.0% | +13.1% |
| 3Y | -20.0% | +76.6% | -96.5% | -47.9% |
| 5Y | -32.0% | +80.6% | -112.6% | -55.8% |
| All | -12.3% | +81.7% | -94.1% | -43.1% |
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 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