+243.0%
GS vs RJF
+75.1%
+167.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +1.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.3% |
| 30D | -1.6% | -1.3% | -0.3% | -0.8% |
| 3M | -4.5% | +18.9% | -23.4% | -15.6% |
| 6M | +20.9% | +15.0% | +5.8% | +8.8% |
| YTD | +19.9% | +12.2% | +7.7% | +9.0% |
| 1Y | +41.4% | +5.6% | +35.8% | +34.1% |
| All | +243.0% | +75.1% | +167.9% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling