-10.0%
GNRC vs RJF
+18.0%
-28.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -2.0% |
| 7D | +3.2% | -0.3% | +3.4% | +3.1% |
| 30D | -9.5% | -2.0% | -7.5% | -9.6% |
| 3M | -28.5% | +16.3% | -44.9% | -28.3% |
| 6M | -10.0% | +16.9% | -26.9% | -11.3% |
| All | -10.0% | +18.0% | -28.0% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling