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  • GS vs RJF✓SelectedUSD · RJFGS vs RJF performance historyLatest closeAs of+0.07%09/04
Stock and ETF performance explorer

GS vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,064.0%
RJF return
+3,990.0%
Excess return
-1,925.9%
Maximum drawdown
-78.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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