+5,214.8%
GRMN vs RJF
+2,650.7%
+2,564.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +0.2% | +1.8% | -1.6% | -0.5% |
| 30D | -11.3% | 0.0% | -11.3% | -11.4% |
| 3M | +17.7% | +18.0% | -0.3% | +10.5% |
| 6M | +14.2% | +17.0% | -2.8% | +7.3% |
| YTD | +37.0% | +11.1% | +25.9% | +30.8% |
| 1Y | +17.0% | +8.0% | +9.0% | +12.7% |
| 3Y | +183.2% | +73.3% | +109.9% | +127.8% |
| 5Y | +77.3% | +107.4% | -30.2% | +31.2% |
| 10Y | +630.9% | +428.5% | +202.4% | +268.1% |
| All | +5,214.8% | +2,650.7% | +2,564.1% | +1,191.4% |
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