+31.1%
GPC vs RJF
+106.2%
-75.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 3M | +37.1% | +16.3% | +20.8% | +29.4% |
| 6M | +23.2% | +16.9% | +6.3% | +15.9% |
| YTD | +13.1% | +10.4% | +2.6% | +8.1% |
| 1Y | +0.9% | +7.4% | -6.6% | -2.7% |
| 3Y | -0.8% | +72.2% | -73.0% | -21.8% |
| 5Y | +31.1% | +105.1% | -74.0% | -6.2% |
| All | +31.1% | +106.2% | -75.0% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling