+2,449.8%
GPN vs RJF
+2,115.7%
+334.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -6.2% | -0.3% | -6.0% | -6.2% |
| 30D | +1.0% | -2.0% | +3.1% | +1.7% |
| 3M | +36.9% | +16.3% | +20.6% | +29.2% |
| 6M | +16.8% | +16.9% | -0.1% | +9.9% |
| YTD | +13.2% | +10.4% | +2.8% | +8.6% |
| 1Y | +1.4% | +7.4% | -6.0% | -1.8% |
| 3Y | -28.6% | +72.2% | -100.9% | -42.3% |
| 5Y | -47.0% | +105.1% | -152.1% | -59.9% |
| 10Y | +25.2% | +430.9% | -405.8% | -32.7% |
| All | +2,449.8% | +2,115.7% | +334.1% | +594.8% |
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