-57.2%
GME vs RJF
+101.5%
-158.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.1% |
| 7D | +6.0% | -4.2% | +10.2% | +8.5% |
| 30D | +8.3% | -3.6% | +11.9% | +10.3% |
| 3M | -9.1% | +15.6% | -24.7% | -16.8% |
| 6M | -16.3% | +17.6% | -33.9% | -24.6% |
| YTD | +1.5% | +9.2% | -7.7% | -5.3% |
| 1Y | -16.3% | +5.5% | -21.9% | -20.6% |
| 3Y | +15.1% | +70.3% | -55.2% | -26.3% |
| 5Y | -57.2% | +106.0% | -163.2% | -75.5% |
| All | -57.2% | +101.5% | -158.7% | -75.5% |
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