+5.1%
GNRC vs RJF
+7.8%
-2.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.9% |
| 7D | +1.9% | -0.6% | +2.5% | +2.1% |
| 30D | -13.8% | -1.3% | -12.6% | -13.5% |
| 3M | -32.6% | +18.9% | -51.5% | -38.2% |
| 6M | -15.2% | +15.0% | -30.2% | -20.9% |
| YTD | +37.4% | +12.2% | +25.2% | +28.3% |
| 1Y | +5.1% | +5.6% | -0.5% | -2.2% |
| All | +5.1% | +7.8% | -2.7% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling