+328.7%
GGLL vs RJF
+83.2%
+245.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -1.5% |
| 7D | -4.8% | -0.6% | -4.2% | -4.4% |
| 30D | -13.7% | -1.3% | -12.4% | -13.1% |
| 3M | -21.9% | +18.9% | -40.7% | -28.3% |
| 6M | +11.7% | +15.0% | -3.4% | +4.2% |
| YTD | +2.3% | +12.2% | -9.9% | -4.1% |
| 1Y | +76.2% | +5.6% | +70.5% | +69.7% |
| 3Y | +245.0% | +74.9% | +170.1% | +172.9% |
| All | +328.7% | +83.2% | +245.5% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling