+8.2%
GD vs TROW
+17.3%
-9.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.5% | -3.7% |
| 7D | +3.0% | +8.2% | -5.3% | +1.3% |
| 30D | +10.5% | +8.3% | +2.2% | +8.7% |
| 3M | -5.0% | -1.6% | -3.4% | -4.6% |
| 6M | +5.5% | +11.9% | -6.4% | +2.2% |
| YTD | +10.3% | +14.3% | -4.0% | +6.0% |
| 1Y | +8.2% | +17.0% | -8.9% | +3.1% |
| All | +8.2% | +17.3% | -9.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling