+637.6%
GRMN vs RJF
+429.5%
+208.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -1.8% | -4.2% | +2.4% | -0.1% |
| 30D | -12.1% | -3.6% | -8.5% | -10.8% |
| 3M | +18.0% | +15.6% | +2.3% | +10.7% |
| 6M | +13.7% | +17.6% | -3.9% | +5.7% |
| YTD | +35.3% | +9.2% | +26.1% | +29.2% |
| 1Y | +17.2% | +5.5% | +11.7% | +13.4% |
| 3Y | +179.6% | +70.3% | +109.3% | +120.0% |
| 5Y | +75.6% | +106.0% | -30.5% | +25.0% |
| All | +637.6% | +429.5% | +208.2% | +263.1% |
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