-7.3%
GFS vs RJF
+81.0%
-88.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.8% |
| 7D | +6.2% | -0.9% | +7.1% | +6.9% |
| 30D | -11.4% | +5.3% | -16.7% | -14.4% |
| 3M | -15.5% | -6.8% | -8.6% | -12.0% |
| 6M | -42.6% | +11.4% | -54.1% | -47.6% |
| YTD | +23.2% | +5.5% | +17.6% | +15.8% |
| 1Y | +23.6% | +3.7% | +19.9% | +17.6% |
| 3Y | -17.2% | +73.4% | -90.6% | -45.4% |
| 5Y | -23.4% | +78.3% | -101.8% | -49.9% |
| All | -7.3% | +81.0% | -88.3% | -39.7% |
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