+1,463.7%
GIS vs RJF
+49,360.8%
-47,897.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -8.3% | +1.8% | -10.0% | -8.5% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | +15.7% | +18.0% | -2.3% | +13.7% |
| 6M | -12.0% | +17.0% | -28.9% | -13.5% |
| YTD | -15.0% | +11.1% | -26.1% | -16.1% |
| 1Y | -20.1% | +8.0% | -28.1% | -21.0% |
| 3Y | -34.6% | +73.3% | -107.9% | -39.1% |
| 5Y | -22.8% | +107.4% | -130.3% | -30.1% |
| 10Y | -18.5% | +428.5% | -447.0% | -35.0% |
| All | +1,463.7% | +49,360.8% | -47,897.2% | +582.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling