+69.3%
RJF vs FGI
+1.5%
+67.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +3.6% | -7.0% | +10.5% | +3.6% |
| 30D | +3.5% | -4.2% | +7.8% | +3.5% |
| 3M | -8.9% | +55.6% | -64.5% | -9.4% |
| 6M | +2.9% | -3.2% | +6.0% | +2.6% |
| YTD | +2.8% | +29.1% | -26.3% | +2.0% |
| 1Y | +2.7% | +51.0% | -48.3% | +1.6% |
| 3Y | +69.3% | +1.5% | +67.8% | +71.6% |
| All | +69.3% | +1.5% | +67.8% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling