+56.0%
GD vs TROW
+36.4%
+19.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | +1.9% | -0.5% | +2.3% | +2.0% |
| 30D | +9.2% | +6.7% | +2.5% | +7.3% |
| 3M | -7.5% | -1.7% | -5.8% | -7.2% |
| 6M | +5.8% | +7.8% | -2.1% | +3.2% |
| YTD | +9.8% | +9.9% | -0.1% | +6.2% |
| 1Y | +5.8% | +8.7% | -2.9% | +2.5% |
| All | +56.0% | +36.4% | +19.6% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling