+19,851.2%
GD vs TROW
+14,446.5%
+5,404.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.3% | -1.3% | -3.9% | -5.0% |
| 30D | -6.4% | -4.5% | -1.9% | -5.4% |
| 3M | +5.7% | +3.9% | +1.8% | +4.6% |
| 6M | -0.9% | +22.6% | -23.5% | -5.9% |
| YTD | +8.2% | +10.1% | -2.0% | +5.3% |
| 1Y | +13.4% | +3.6% | +9.8% | +11.9% |
| 3Y | +68.5% | +12.4% | +56.1% | +61.1% |
| 5Y | +97.2% | -37.5% | +134.6% | +110.9% |
| 10Y | +190.2% | +130.0% | +60.2% | +130.4% |
| All | +19,851.2% | +14,446.5% | +5,404.8% | +9,148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling