+23.2%
GH vs RJF
+101.5%
-78.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | -1.2% | -4.2% | +2.9% | +1.5% |
| 30D | -3.7% | -3.6% | -0.1% | -1.8% |
| 3M | +21.7% | +15.6% | +6.0% | +9.6% |
| 6M | +75.7% | +17.6% | +58.1% | +55.7% |
| YTD | +55.7% | +9.2% | +46.5% | +44.0% |
| 1Y | +181.1% | +5.5% | +175.6% | +165.0% |
| 3Y | +371.6% | +70.3% | +301.3% | +203.7% |
| 5Y | +23.2% | +106.0% | -82.8% | -19.5% |
| All | +23.2% | +101.5% | -78.3% | -19.5% |
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