+200.1%
GDDY vs TROW
+130.0%
+70.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.3% |
| 7D | -3.2% | -3.2% | 0.0% | -1.8% |
| 30D | +6.8% | -4.6% | +11.4% | +9.1% |
| 3M | +30.5% | -0.7% | +31.1% | +31.4% |
| 6M | +13.3% | +22.2% | -8.9% | +3.7% |
| YTD | -21.0% | +6.6% | -27.6% | -23.3% |
| 1Y | -34.0% | +5.8% | -39.8% | -35.8% |
| 3Y | +33.1% | +11.6% | +21.5% | +22.6% |
| 5Y | +30.3% | -38.9% | +69.3% | +55.3% |
| All | +200.1% | +130.0% | +70.0% | +131.6% |
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