+2,064.0%
GS vs RJF
+3,990.0%
-1,925.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +1.0% |
| 7D | +0.9% | -0.6% | +1.5% | +1.3% |
| 30D | -1.6% | -1.3% | -0.3% | -0.9% |
| 3M | -4.5% | +18.9% | -23.4% | -14.6% |
| 6M | +20.9% | +15.0% | +5.8% | +10.0% |
| YTD | +19.9% | +12.2% | +7.7% | +10.5% |
| 1Y | +41.4% | +5.6% | +35.8% | +35.0% |
| 3Y | +239.2% | +74.9% | +164.3% | +135.3% |
| 5Y | +185.0% | +106.6% | +78.4% | +73.5% |
| 10Y | +655.0% | +433.1% | +221.9% | +146.9% |
| All | +2,064.0% | +3,990.0% | -1,925.9% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling