+87.4%
GPC vs RJF
+428.4%
-341.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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