+51.7%
GWRE vs RJF
+69.0%
-17.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -13.2% | -2.7% | -10.5% | -12.4% |
| 30D | -18.6% | -4.3% | -14.3% | -17.2% |
| 3M | +18.9% | +15.7% | +3.2% | +14.0% |
| 6M | -11.0% | +17.8% | -28.8% | -15.4% |
| YTD | -29.9% | +9.2% | -39.1% | -32.5% |
| 1Y | -44.3% | +2.8% | -47.1% | -45.3% |
| 3Y | +51.7% | +69.5% | -17.8% | +19.9% |
| All | +51.7% | +69.0% | -17.3% | +19.9% |
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