+177.1%
GH vs RJF
+5.1%
+172.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | -2.7% | +0.2% | -1.7% |
| 30D | -4.7% | -4.3% | -0.4% | -3.5% |
| 3M | +20.2% | +15.7% | +4.5% | +12.9% |
| 6M | +78.8% | +17.8% | +61.0% | +65.4% |
| YTD | +54.1% | +9.2% | +44.9% | +46.3% |
| 1Y | +177.1% | +2.8% | +174.3% | +171.1% |
| All | +177.1% | +5.1% | +172.0% | +171.1% |
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