+561.8%
GWW vs RJF
+429.3%
+132.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.4% | -2.7% | -0.6% | -2.2% |
| 30D | -1.9% | -4.3% | +2.4% | -0.1% |
| 3M | -2.4% | +15.7% | -18.1% | -8.7% |
| 6M | +15.7% | +17.8% | -2.1% | +7.0% |
| YTD | +27.6% | +9.2% | +18.4% | +21.4% |
| 1Y | +27.2% | +2.8% | +24.4% | +24.0% |
| 3Y | +89.7% | +69.5% | +20.2% | +45.2% |
| 5Y | +223.9% | +105.9% | +118.0% | +119.0% |
| All | +561.8% | +429.3% | +132.5% | +170.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling