+387.8%
GH vs RJF
+71.0%
+316.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -2.6% | -2.0% | -0.6% | -1.9% |
| 3M | +25.1% | +16.3% | +8.8% | +14.5% |
| 6M | +78.5% | +16.9% | +61.6% | +62.1% |
| YTD | +59.4% | +10.4% | +48.9% | +48.5% |
| 1Y | +173.9% | +7.4% | +166.4% | +158.5% |
| All | +387.8% | +71.0% | +316.8% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling