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  • GPC vs RJF✓SelectedUSD · RJFGPC vs RJF performance historyLatest closeAs of+0.88%09/09
Stock and ETF performance explorer

GPC vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+87.4%
RJF return
+428.4%
Excess return
-341.1%
Maximum drawdown
-54.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+0.9%-0.6%+1.5%+1.2%
7D-0.6%-0.3%-0.4%-0.5%
30D+1.3%-2.0%+3.3%+2.2%
3M+37.1%+16.3%+20.8%+27.6%
6M+23.2%+16.9%+6.3%+14.1%
YTD+13.1%+10.4%+2.6%+6.9%
1Y+0.9%+7.4%-6.6%-3.7%
3Y-0.8%+72.2%-73.0%-26.1%
5Y+31.1%+105.1%-74.0%-13.8%
10Y+87.4%+430.9%-343.6%-21.3%
All+87.4%+428.4%-341.1%-21.3%

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