+43.1%
GFS vs RJF
+7.7%
+35.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | -8.2% | -2.0% | -6.2% | -7.6% |
| 3M | -38.9% | +16.3% | -55.2% | -43.6% |
| 6M | -2.9% | +16.9% | -19.8% | -11.4% |
| YTD | +31.8% | +10.4% | +21.3% | +21.5% |
| 1Y | +43.1% | +7.4% | +35.7% | +36.3% |
| All | +43.1% | +7.7% | +35.4% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling