-34.7%
GFS vs RJF
+73.7%
-108.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +7.0% |
| 7D | -7.8% | +3.6% | -11.4% | -10.0% |
| 30D | -19.7% | +3.5% | -23.2% | -21.6% |
| 3M | -23.1% | -8.9% | -14.2% | -19.0% |
| 6M | -46.4% | +2.9% | -49.2% | -48.4% |
| YTD | +11.0% | +2.8% | +8.2% | +6.1% |
| 1Y | +12.6% | +2.7% | +10.0% | +7.6% |
| 3Y | -24.9% | +69.3% | -94.2% | -49.8% |
| All | -34.7% | +73.7% | -108.4% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling