+331.3%
GLW vs RJF
+76.2%
+255.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.1% | +4.0% | -15.1% | -12.1% |
| 30D | -28.4% | +6.1% | -34.6% | -29.8% |
| 3M | -28.8% | -5.8% | -23.0% | -27.4% |
| 6M | -39.8% | +9.7% | -49.5% | -42.7% |
| YTD | +28.7% | +6.2% | +22.6% | +23.7% |
| 1Y | +27.7% | +5.3% | +22.4% | +23.4% |
| 3Y | +331.3% | +74.4% | +256.9% | +223.5% |
| All | +331.3% | +76.2% | +255.1% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling