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  • GPC vs RJF✓SelectedUSD · RJFGPC vs RJF performance historyLatest closeAs of+1.12%09/04
Stock and ETF performance explorer

GPC vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,284.7%
RJF return
+49,848.3%
Excess return
-47,563.6%
Maximum drawdown
-54.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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