+739.4%
GLD vs RJF
+1,594.6%
-855.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +4.7% | +3.6% | +1.1% | +4.8% |
| 30D | -0.9% | +3.5% | -4.4% | -0.8% |
| 3M | -4.4% | -8.9% | +4.5% | -4.6% |
| 6M | -13.6% | +2.9% | -16.4% | -13.5% |
| YTD | -6.0% | +2.8% | -8.8% | -5.9% |
| 1Y | +1.8% | +2.7% | -0.9% | +1.9% |
| 3Y | +103.2% | +69.3% | +33.9% | +105.9% |
| 5Y | +119.3% | +75.0% | +44.3% | +123.0% |
| 10Y | +199.5% | +378.5% | -179.0% | +212.4% |
| All | +739.4% | +1,594.6% | -855.2% | +759.8% |
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 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