+290.5%
GME vs RJF
+429.3%
-138.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +10.4% | -2.7% | +13.1% | +11.8% |
| 30D | +14.1% | -4.3% | +18.3% | +16.2% |
| 3M | -4.6% | +15.7% | -20.4% | -11.6% |
| 6M | -13.5% | +17.8% | -31.3% | -20.8% |
| YTD | +5.3% | +9.2% | -3.8% | -0.6% |
| 1Y | -14.9% | +2.8% | -17.7% | -17.5% |
| 3Y | +24.3% | +69.5% | -45.2% | -9.3% |
| 5Y | -55.6% | +105.9% | -161.5% | -69.9% |
| All | +290.5% | +429.3% | -138.8% | +49.9% |
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