+478.5%
GS vs RJF
+371.5%
+107.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +2.6% |
| 7D | +0.8% | +3.4% | -2.6% | -1.3% |
| 30D | +1.2% | +5.9% | -4.7% | -2.7% |
| 3M | -12.4% | -4.6% | -7.8% | -9.7% |
| 6M | -2.3% | +9.5% | -11.8% | -8.7% |
| YTD | +4.6% | +6.0% | -1.4% | -0.7% |
| 1Y | +17.5% | +4.3% | +13.2% | +12.7% |
| 3Y | +202.0% | +76.6% | +125.5% | +100.8% |
| 5Y | +152.4% | +80.6% | +71.8% | +58.9% |
| 10Y | +478.5% | +346.5% | +132.1% | +76.3% |
| All | +478.5% | +371.5% | +107.1% | +76.3% |
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