+2,047.2%
GNRC vs RJF
+1,192.5%
+854.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.0% |
| 7D | -0.7% | -4.2% | +3.4% | +1.7% |
| 30D | -15.8% | -3.6% | -12.2% | -14.2% |
| 3M | -24.0% | +15.6% | -39.7% | -30.8% |
| 6M | -13.8% | +17.6% | -31.4% | -22.6% |
| YTD | +33.2% | +9.2% | +24.0% | +24.7% |
| 1Y | -1.8% | +5.5% | -7.3% | -6.2% |
| 3Y | +57.7% | +70.3% | -12.6% | +12.4% |
| 5Y | -59.7% | +106.0% | -165.8% | -74.3% |
| 10Y | +430.7% | +425.1% | +5.7% | +81.9% |
| All | +2,047.2% | +1,192.5% | +854.7% | +304.7% |
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