+79.0%
RJF vs FGI
-5.3%
+84.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.6% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | -1.3% | +65.4% | -66.7% | -1.8% |
| 3M | +18.9% | +23.5% | -4.6% | +18.4% |
| 6M | +15.0% | +60.5% | -45.5% | +14.0% |
| YTD | +12.2% | +30.0% | -17.8% | +11.3% |
| 1Y | +5.6% | +82.1% | -76.4% | +4.5% |
| All | +79.0% | -5.3% | +84.3% | +83.5% |
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