+19,650.5%
GD vs TROW
+14,443.7%
+5,206.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | +4.3% | -9.3% | -6.0% |
| 30D | +8.9% | +4.2% | +4.8% | +7.8% |
| 3M | -8.0% | -3.4% | -4.7% | -7.4% |
| 6M | +2.9% | +4.7% | -1.8% | +1.4% |
| YTD | +7.1% | +10.1% | -3.0% | +4.1% |
| 1Y | +5.9% | +11.7% | -5.8% | +2.6% |
| 3Y | +53.9% | +32.5% | +21.4% | +41.5% |
| 5Y | +95.4% | -38.5% | +133.9% | +109.9% |
| 10Y | +193.5% | +148.0% | +45.4% | +129.2% |
| All | +19,650.5% | +14,443.7% | +5,206.9% | +9,043.4% |
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 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