+218.2%
GLD vs RJF
+428.4%
-210.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +0.2% | -2.0% | +2.2% | +0.1% |
| 3M | +3.2% | +16.3% | -13.1% | +3.8% |
| 6M | -14.6% | +16.9% | -31.5% | -14.2% |
| YTD | +1.8% | +10.4% | -8.7% | +2.2% |
| 1Y | +20.7% | +7.4% | +13.3% | +21.1% |
| 3Y | +126.5% | +72.2% | +54.3% | +132.4% |
| 5Y | +140.0% | +105.1% | +34.9% | +150.0% |
| 10Y | +218.2% | +430.9% | -212.7% | +263.0% |
| All | +218.2% | +428.4% | -210.2% | +263.0% |
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