+134.7%
GLW vs RJF
+7.7%
+127.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +16.9% | -0.3% | +17.2% | +16.8% |
| 30D | +7.0% | -2.0% | +9.0% | +7.0% |
| 3M | -3.0% | +16.3% | -19.3% | -5.1% |
| 6M | +31.0% | +16.9% | +14.1% | +26.6% |
| YTD | +93.4% | +10.4% | +83.0% | +90.4% |
| 1Y | +134.7% | +7.4% | +127.3% | +134.0% |
| All | +134.7% | +7.7% | +127.0% | +134.0% |
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 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