+382.5%
GLW vs RJF
+105.7%
+276.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.5% | +8.0% |
| 7D | +14.0% | +1.8% | +12.3% | +13.1% |
| 30D | +0.4% | 0.0% | +0.4% | +0.2% |
| 3M | -11.3% | +18.0% | -29.3% | -18.7% |
| 6M | +35.1% | +17.0% | +18.1% | +23.9% |
| YTD | +90.5% | +11.1% | +79.4% | +78.5% |
| 1Y | +132.0% | +8.0% | +124.1% | +120.1% |
| 3Y | +463.3% | +73.3% | +390.0% | +319.6% |
| 5Y | +382.5% | +107.4% | +275.1% | +213.6% |
| All | +382.5% | +105.7% | +276.8% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling