-41.7%
GLW vs RJF
+9.0%
-50.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.1% |
| 7D | +1.4% | -0.9% | +2.3% | +0.1% |
| 30D | -18.2% | +5.3% | -23.6% | -14.7% |
| 3M | -24.2% | -6.8% | -17.3% | -30.1% |
| 6M | -41.7% | +11.4% | -53.1% | -32.3% |
| All | -41.7% | +9.0% | -50.7% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling