-18.0%
GIS vs RJF
+7.8%
-25.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.5% |
| 7D | -7.8% | -0.6% | -7.2% | -7.8% |
| 30D | +6.6% | -1.3% | +7.8% | +6.6% |
| 3M | +21.0% | +18.9% | +2.1% | +21.4% |
| 6M | -9.1% | +15.0% | -24.1% | -9.1% |
| YTD | -13.6% | +12.2% | -25.8% | -13.7% |
| 1Y | -18.0% | +5.6% | -23.6% | -18.7% |
| All | -18.0% | +7.8% | -25.9% | -18.7% |
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