+190.6%
GD vs TROW
+129.7%
+60.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -9.0% | -4.0% | -5.0% | -7.7% |
| 3M | +5.1% | +5.0% | +0.1% | +2.8% |
| 6M | -1.0% | +24.3% | -25.3% | -9.3% |
| YTD | +7.3% | +9.8% | -2.5% | +2.8% |
| 1Y | +12.4% | +6.4% | +6.0% | +8.7% |
| 3Y | +73.7% | +15.8% | +57.9% | +58.7% |
| 5Y | +93.8% | -37.3% | +131.0% | +124.2% |
| 10Y | +190.6% | +130.6% | +60.0% | +81.5% |
| All | +190.6% | +129.7% | +60.9% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling