+100.5%
GD vs TROW
-37.1%
+137.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +8.6% | +9.3% | -0.7% | +6.3% |
| 3M | -7.1% | -0.9% | -6.1% | -7.0% |
| 6M | +7.5% | +8.3% | -0.9% | +5.1% |
| YTD | +9.9% | +10.6% | -0.7% | +6.7% |
| 1Y | +7.6% | +10.5% | -3.0% | +4.4% |
| 3Y | +56.2% | +36.5% | +19.7% | +43.1% |
| All | +100.5% | -37.1% | +137.7% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling