+718.3%
GWRE vs RJF
+839.7%
-121.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -30.9% | -4.2% | -26.8% | -29.5% |
| 30D | -20.7% | -3.6% | -17.1% | -19.3% |
| 3M | +20.2% | +15.6% | +4.5% | +13.2% |
| 6M | -11.9% | +17.6% | -29.5% | -17.9% |
| YTD | -30.3% | +9.2% | -39.5% | -33.5% |
| 1Y | -44.6% | +5.5% | -50.2% | -46.5% |
| 3Y | +48.8% | +70.3% | -21.5% | +13.8% |
| 5Y | +14.8% | +106.0% | -91.3% | -21.5% |
| 10Y | +128.1% | +425.1% | -297.0% | -12.5% |
| All | +718.3% | +839.7% | -121.4% | +128.1% |
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