+1,657.0%
GSK vs RJF
+49,360.8%
-47,703.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -4.2% | +1.8% | -5.9% | -4.5% |
| 30D | -7.5% | 0.0% | -7.5% | -7.6% |
| 3M | -3.3% | +18.0% | -21.3% | -6.2% |
| 6M | -9.3% | +17.0% | -26.3% | -12.0% |
| YTD | +1.6% | +11.1% | -9.5% | -0.7% |
| 1Y | +25.5% | +8.0% | +17.5% | +23.1% |
| 3Y | +49.3% | +73.3% | -24.0% | +32.7% |
| 5Y | +46.7% | +107.4% | -60.8% | +24.3% |
| 10Y | +76.8% | +428.5% | -351.7% | +21.7% |
| All | +1,657.0% | +49,360.8% | -47,703.9% | +439.0% |
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 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