-21.1%
GIS vs RJF
+429.3%
-450.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | -2.7% | -3.7% | -6.1% |
| 30D | -6.1% | -4.3% | -1.8% | -5.7% |
| 3M | +7.8% | +15.7% | -7.9% | +6.1% |
| 6M | -8.8% | +17.8% | -26.6% | -10.5% |
| YTD | -19.1% | +9.2% | -28.3% | -20.1% |
| 1Y | -24.8% | +2.8% | -27.5% | -25.2% |
| 3Y | -37.6% | +69.5% | -107.0% | -42.2% |
| 5Y | -25.4% | +105.9% | -131.4% | -33.7% |
| All | -21.1% | +429.3% | -450.4% | -38.9% |
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