+3,332.4%
GLW vs RJF
+47,306.8%
-43,974.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.9% |
| 7D | +7.5% | +3.6% | +3.9% | +5.9% |
| 30D | -19.0% | +7.2% | -26.3% | -21.6% |
| 3M | -27.9% | -6.5% | -21.4% | -26.1% |
| 6M | -44.6% | +10.3% | -54.9% | -47.8% |
| YTD | +31.0% | +6.5% | +24.5% | +24.7% |
| 1Y | +39.7% | +6.1% | +33.6% | +33.3% |
| 3Y | +338.2% | +74.9% | +263.3% | +233.0% |
| 5Y | +228.4% | +81.3% | +147.1% | +140.7% |
| 10Y | +526.9% | +332.3% | +194.6% | +212.8% |
| All | +3,332.4% | +47,306.8% | -43,974.4% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling