+86.6%
RJF vs FGI
-74.8%
+161.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +26.0% | +1.1% |
| 7D | +3.6% | -14.4% | +18.0% | +3.7% |
| 30D | +7.2% | -11.8% | +19.0% | +7.3% |
| 3M | -6.5% | -46.2% | +39.7% | -6.0% |
| 6M | +10.3% | +5.2% | +5.1% | +9.1% |
| YTD | +6.5% | +10.5% | -4.0% | +4.3% |
| 1Y | +6.1% | +25.5% | -19.4% | +3.3% |
| 3Y | +74.9% | -16.0% | +90.9% | +69.5% |
| All | +86.6% | -74.8% | +161.4% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling