-2.4%
GLD vs RJF
+4.3%
-6.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.8% | +4.0% | -1.2% | +2.0% |
| 30D | -4.0% | +6.1% | -10.1% | -5.0% |
| 3M | -8.2% | -5.8% | -2.4% | -7.4% |
| 6M | -14.8% | +9.7% | -24.5% | -16.2% |
| YTD | -6.8% | +6.2% | -13.0% | -8.5% |
| 1Y | -2.4% | +5.3% | -7.7% | -4.0% |
| All | -2.4% | +4.3% | -6.7% | -4.0% |
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 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