+1,075.8%
GME vs RJF
+2,428.5%
-1,352.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.5% |
| 7D | +4.8% | -0.3% | +5.1% | +4.9% |
| 30D | +5.9% | -2.0% | +7.9% | +6.6% |
| 3M | -10.7% | +16.3% | -27.1% | -16.5% |
| 6M | -19.8% | +16.9% | -36.7% | -25.4% |
| YTD | -0.9% | +10.4% | -11.4% | -6.1% |
| 1Y | -15.7% | +7.4% | -23.1% | -19.3% |
| 3Y | +12.3% | +72.2% | -59.9% | -13.7% |
| 5Y | -60.1% | +105.1% | -165.2% | -71.0% |
| 10Y | +265.3% | +430.9% | -165.6% | +67.5% |
| All | +1,075.8% | +2,428.5% | -1,352.8% | +112.9% |
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 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