+457.2%
GS vs RJF
+343.7%
+113.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +1.6% | +4.0% | -2.4% | -1.0% |
| 30D | +1.7% | +6.1% | -4.5% | -2.4% |
| 3M | -11.6% | -5.8% | -5.8% | -8.0% |
| 6M | -1.9% | +9.7% | -11.6% | -8.5% |
| YTD | +5.1% | +6.2% | -1.1% | -0.4% |
| 1Y | +16.4% | +5.3% | +11.1% | +11.0% |
| 3Y | +199.0% | +74.4% | +124.5% | +100.5% |
| 5Y | +157.4% | +81.6% | +75.9% | +61.6% |
| 10Y | +457.2% | +333.6% | +123.7% | +76.6% |
| All | +457.2% | +343.7% | +113.5% | +76.6% |
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