+2,864.0%
GE vs TROW
+14,398.8%
-11,534.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -9.5% | -4.0% | -5.5% | -8.1% |
| 3M | +4.1% | +5.0% | -0.9% | +1.9% |
| 6M | +3.9% | +24.3% | -20.4% | -4.7% |
| YTD | +9.0% | +9.8% | -0.7% | +4.5% |
| 1Y | +21.9% | +6.4% | +15.5% | +18.0% |
| 3Y | +281.8% | +15.8% | +266.0% | +253.1% |
| 5Y | +436.7% | -37.3% | +474.0% | +511.5% |
| 10Y | +151.5% | +130.6% | +20.9% | +79.1% |
| All | +2,864.0% | +14,398.8% | -11,534.8% | +731.3% |
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