+85.0%
RJF vs FGI
-68.3%
+153.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -0.7% |
| 7D | -0.9% | +6.9% | -7.8% | -1.0% |
| 30D | +5.3% | +3.9% | +1.4% | +5.3% |
| 3M | -6.8% | +74.3% | -81.1% | -8.3% |
| 6M | +11.4% | +28.9% | -17.5% | +10.0% |
| YTD | +5.5% | +39.1% | -33.6% | +3.2% |
| 1Y | +3.7% | +49.3% | -45.7% | +0.8% |
| 3Y | +73.4% | +5.7% | +67.7% | +67.7% |
| All | +85.0% | -68.3% | +153.2% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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