+435.3%
GNRC vs RJF
+429.3%
+6.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +3.0% |
| 7D | -0.2% | -2.7% | +2.5% | +1.3% |
| 30D | -15.7% | -4.3% | -11.5% | -13.8% |
| 3M | -27.3% | +15.7% | -43.1% | -33.8% |
| 6M | -12.1% | +17.8% | -29.9% | -21.0% |
| YTD | +37.1% | +9.2% | +27.9% | +28.5% |
| 1Y | -0.5% | +2.8% | -3.2% | -3.4% |
| 3Y | +61.5% | +69.5% | -7.9% | +15.9% |
| 5Y | -58.6% | +105.9% | -164.5% | -73.3% |
| All | +435.3% | +429.3% | +6.0% | +87.3% |
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