+13,668.0%
GWW vs RJF
+49,058.3%
-35,390.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -1.4% | -2.0% | +0.6% | -0.9% |
| 3M | -3.6% | +16.3% | -20.0% | -8.0% |
| 6M | +15.1% | +16.9% | -1.8% | +9.6% |
| YTD | +27.5% | +10.4% | +17.0% | +23.0% |
| 1Y | +29.6% | +7.4% | +22.2% | +25.9% |
| 3Y | +90.1% | +72.2% | +17.8% | +59.8% |
| 5Y | +222.6% | +105.1% | +117.5% | +154.1% |
| 10Y | +566.5% | +430.9% | +135.6% | +294.6% |
| All | +13,668.0% | +49,058.3% | -35,390.2% | +3,049.5% |
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