+94.7%
RJF vs FGI
-69.8%
+164.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +1.8% | +5.2% | -3.4% | +1.7% |
| 30D | 0.0% | +65.2% | -65.2% | -1.4% |
| 3M | +18.0% | +30.2% | -12.2% | +16.6% |
| 6M | +17.0% | +87.8% | -70.8% | +13.7% |
| YTD | +11.1% | +32.5% | -21.3% | +8.7% |
| 1Y | +8.0% | +93.6% | -85.6% | +3.4% |
| 3Y | +73.3% | -2.6% | +75.9% | +68.1% |
| All | +94.7% | -69.8% | +164.5% | +92.9% |
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