+2,284.7%
GPC vs RJF
+49,848.3%
-47,563.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +6.0% | -1.3% | +7.2% | +6.2% |
| 3M | +42.6% | +18.9% | +23.7% | +36.2% |
| 6M | +22.8% | +15.0% | +7.7% | +18.1% |
| YTD | +15.5% | +12.2% | +3.2% | +11.5% |
| 1Y | +2.0% | +5.6% | -3.6% | 0.0% |
| 3Y | -1.4% | +74.9% | -76.3% | -15.9% |
| 5Y | +30.6% | +106.6% | -76.1% | +5.6% |
| 10Y | +80.6% | +433.1% | -352.4% | +15.1% |
| All | +2,284.7% | +49,848.3% | -47,563.6% | +713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling