+554.2%
GLW vs RJF
+323.5%
+230.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +15.5% | +1.5% | +14.0% | +14.7% |
| 30D | -19.6% | +6.7% | -26.3% | -22.5% |
| 3M | -28.5% | -7.3% | -21.1% | -25.8% |
| 6M | -39.5% | +9.8% | -49.3% | -43.9% |
| YTD | +37.2% | +5.6% | +31.6% | +29.1% |
| 1Y | +35.4% | +2.3% | +33.2% | +30.0% |
| 3Y | +359.7% | +73.6% | +286.1% | +215.5% |
| 5Y | +244.0% | +79.9% | +164.1% | +121.3% |
| All | +554.2% | +323.5% | +230.7% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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