-12.1%
GTLB vs RJF
+71.0%
-83.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -6.6% | -0.3% | -6.3% | -6.5% |
| 30D | +13.7% | -2.0% | +15.8% | +15.1% |
| 3M | +52.9% | +16.3% | +36.6% | +39.3% |
| 6M | +88.5% | +16.9% | +71.6% | +69.8% |
| YTD | +23.4% | +10.4% | +13.0% | +15.3% |
| 1Y | -3.8% | +7.4% | -11.2% | -8.8% |
| All | -12.1% | +71.0% | -83.1% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling