-54.6%
GTLB vs RJF
+93.8%
-148.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.6% |
| 7D | +4.6% | +1.8% | +2.8% | +3.1% |
| 30D | +21.0% | 0.0% | +21.0% | +20.9% |
| 3M | +51.7% | +18.0% | +33.7% | +32.1% |
| 6M | +89.3% | +17.0% | +72.3% | +64.1% |
| YTD | +25.6% | +11.1% | +14.5% | +13.3% |
| 1Y | -1.5% | +8.0% | -9.5% | -9.6% |
| 3Y | -9.9% | +73.3% | -83.2% | -48.6% |
| All | -54.6% | +93.8% | -148.4% | -75.0% |
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