+388.8%
GH vs RJF
+210.9%
+177.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | -2.7% | +0.2% | -1.2% |
| 30D | -4.7% | -4.3% | -0.4% | -2.9% |
| 3M | +20.2% | +15.7% | +4.5% | +11.1% |
| 6M | +78.8% | +17.8% | +61.0% | +63.2% |
| YTD | +54.1% | +9.2% | +44.9% | +45.6% |
| 1Y | +177.1% | +2.8% | +174.3% | +169.3% |
| 3Y | +371.6% | +69.5% | +302.2% | +252.9% |
| 5Y | +21.9% | +105.9% | -84.0% | -15.2% |
| All | +388.8% | +210.9% | +177.9% | +179.8% |
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 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