-54.8%
GTLB vs RJF
+90.4%
-145.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -5.7% | -2.7% | -3.0% | -3.6% |
| 30D | +15.1% | -4.3% | +19.4% | +19.1% |
| 3M | +65.5% | +15.7% | +49.7% | +46.2% |
| 6M | +102.9% | +17.8% | +85.1% | +74.5% |
| YTD | +25.2% | +9.2% | +16.0% | +14.5% |
| 1Y | -5.5% | +2.8% | -8.3% | -9.6% |
| 3Y | -10.9% | +69.5% | -80.3% | -48.2% |
| All | -54.8% | +90.4% | -145.2% | -74.8% |
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 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