+38.2%
GLW vs RJF
+4.7%
+33.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.3% |
| 30D | -18.2% | +5.3% | -23.6% | -17.9% |
| 3M | -24.2% | -6.8% | -17.3% | -23.9% |
| 6M | -41.7% | +11.4% | -53.1% | -42.9% |
| YTD | +38.3% | +5.5% | +32.8% | +34.0% |
| 1Y | +38.2% | +3.7% | +34.5% | +36.1% |
| All | +38.2% | +4.7% | +33.5% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling