+79.2%
GPC vs RJF
+343.7%
-264.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.4% | +4.0% | -3.6% | -1.5% |
| 30D | -1.8% | +6.1% | -8.0% | -4.5% |
| 3M | -6.6% | -5.8% | -0.8% | -4.2% |
| 6M | +21.3% | +9.7% | +11.6% | +15.5% |
| YTD | +4.3% | +6.2% | -1.9% | +0.2% |
| 1Y | +3.3% | +5.3% | -2.0% | -0.6% |
| 3Y | +0.8% | +74.4% | -73.7% | -25.8% |
| 5Y | +7.4% | +81.6% | -74.2% | -25.3% |
| 10Y | +79.2% | +333.6% | -254.3% | -20.6% |
| All | +79.2% | +343.7% | -264.5% | -20.6% |
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