+147.5%
GE vs TROW
+130.0%
+17.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | -4.0% | -3.2% | -0.8% | -2.2% |
| 30D | -11.4% | -4.6% | -6.8% | -9.1% |
| 3M | -2.6% | -0.7% | -2.0% | -2.9% |
| 6M | -0.3% | +22.2% | -22.5% | -11.5% |
| YTD | +5.4% | +6.6% | -1.3% | +0.3% |
| 1Y | +15.5% | +5.8% | +9.7% | +10.1% |
| 3Y | +260.8% | +11.6% | +249.2% | +223.7% |
| 5Y | +421.6% | -38.9% | +460.6% | +558.3% |
| All | +147.5% | +130.0% | +17.4% | +62.8% |
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