+1.3%
GPC vs RJF
+7.8%
-6.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +5.1% | -1.3% | +6.4% | +5.4% |
| 3M | +41.5% | +18.9% | +22.6% | +34.8% |
| 6M | +21.8% | +15.0% | +6.8% | +16.4% |
| YTD | +14.6% | +12.2% | +2.3% | +9.3% |
| 1Y | +1.3% | +5.6% | -4.4% | -2.2% |
| All | +1.3% | +7.8% | -6.6% | -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