+0.9%
GPC vs RJF
+7.7%
-6.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.6% | -0.3% | -0.4% | -0.6% |
| 30D | +1.3% | -2.0% | +3.3% | +1.8% |
| 3M | +37.1% | +16.3% | +20.8% | +31.3% |
| 6M | +23.2% | +16.9% | +6.3% | +17.4% |
| YTD | +13.1% | +10.4% | +2.6% | +8.3% |
| 1Y | +0.9% | +7.4% | -6.6% | -3.1% |
| All | +0.9% | +7.7% | -6.9% | -3.1% |
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