+12.1%
GS vs RJF
+3.3%
+8.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.3% |
| 7D | -3.2% | +3.6% | -6.8% | -4.9% |
| 30D | -2.4% | +3.5% | -5.9% | -4.1% |
| 3M | -15.7% | -8.9% | -6.8% | -11.3% |
| 6M | -6.8% | +2.9% | -9.6% | -8.2% |
| YTD | -0.1% | +2.8% | -2.9% | -4.7% |
| 1Y | +12.1% | +2.7% | +9.4% | +6.6% |
| All | +12.1% | +3.3% | +8.8% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling