+154.7%
GS vs RJF
+79.5%
+75.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +5.1% | +1.5% | +3.6% | +4.2% |
| 30D | +2.4% | +6.7% | -4.3% | -1.8% |
| 3M | -11.5% | -7.3% | -4.1% | -7.1% |
| 6M | -2.5% | +9.8% | -12.3% | -8.6% |
| YTD | +5.5% | +5.6% | -0.2% | +0.6% |
| 1Y | +11.0% | +2.3% | +8.8% | +8.2% |
| 3Y | +200.1% | +73.6% | +126.5% | +110.4% |
| 5Y | +154.7% | +79.9% | +74.8% | +67.0% |
| All | +154.7% | +79.5% | +75.2% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling