+76.7%
GSK vs RJF
+429.5%
-352.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -5.4% | -4.2% | -1.2% | -4.7% |
| 30D | -4.6% | -3.6% | -1.0% | -4.0% |
| 3M | -5.1% | +15.6% | -20.8% | -7.5% |
| 6M | -11.4% | +17.6% | -29.0% | -14.0% |
| YTD | +0.7% | +9.2% | -8.5% | -1.2% |
| 1Y | +23.0% | +5.5% | +17.5% | +21.2% |
| 3Y | +48.0% | +70.3% | -22.4% | +31.2% |
| 5Y | +48.2% | +106.0% | -57.8% | +24.1% |
| All | +76.7% | +429.5% | -352.8% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling