-25.2%
GIS vs RJF
+101.5%
-126.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -3.0% |
| 7D | -8.4% | -4.2% | -4.2% | -8.2% |
| 30D | -5.2% | -3.6% | -1.6% | -5.0% |
| 3M | +8.2% | +15.6% | -7.5% | +7.3% |
| 6M | -12.0% | +17.6% | -29.6% | -12.9% |
| YTD | -18.9% | +9.2% | -28.1% | -19.4% |
| 1Y | -23.6% | +5.5% | -29.1% | -24.0% |
| 3Y | -37.6% | +70.3% | -107.9% | -40.8% |
| 5Y | -25.2% | +106.0% | -131.2% | -31.8% |
| All | -25.2% | +101.5% | -126.7% | -31.8% |
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