+138.9%
GLD vs RJF
+105.7%
+33.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.7% |
| 7D | +0.7% | +1.8% | -1.0% | +0.8% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +0.6% | +18.0% | -17.4% | +0.8% |
| 6M | -15.6% | +17.0% | -32.5% | -15.4% |
| YTD | +0.9% | +11.1% | -10.3% | +1.0% |
| 1Y | +19.4% | +8.0% | +11.4% | +19.5% |
| 3Y | +124.5% | +73.3% | +51.2% | +128.4% |
| 5Y | +138.9% | +107.4% | +31.5% | +151.8% |
| All | +138.9% | +105.7% | +33.2% | +151.8% |
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