+25.7%
GPN vs RJF
+429.3%
-403.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.3% | -2.7% | -1.6% | -2.8% |
| 30D | 0.0% | -4.3% | +4.3% | +2.4% |
| 3M | +35.8% | +15.7% | +20.1% | +24.7% |
| 6M | +22.0% | +17.8% | +4.2% | +10.5% |
| YTD | +15.2% | +9.2% | +6.0% | +8.5% |
| 1Y | +3.5% | +2.8% | +0.7% | +0.7% |
| 3Y | -26.9% | +69.5% | -96.4% | -47.6% |
| 5Y | -44.2% | +105.9% | -150.1% | -64.9% |
| All | +25.7% | +429.3% | -403.6% | -50.5% |
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