+632.4%
GEV vs TROW
-0.1%
+632.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.3% |
| 7D | +1.6% | -3.2% | +4.8% | +3.6% |
| 30D | -7.9% | -4.6% | -3.3% | -5.4% |
| 3M | +5.6% | -0.7% | +6.3% | +4.9% |
| 6M | +13.1% | +22.2% | -9.1% | -1.8% |
| YTD | +46.7% | +6.6% | +40.1% | +37.8% |
| 1Y | +51.3% | +5.8% | +45.5% | +42.3% |
| All | +632.4% | -0.1% | +632.5% | +597.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling