-12.1%
GFS vs TROW
-31.4%
+19.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -5.3% | +4.4% | -9.7% | -8.5% |
| 30D | -15.8% | +5.5% | -21.3% | -19.2% |
| 3M | -18.6% | -1.3% | -17.3% | -18.2% |
| 6M | -45.0% | +7.9% | -52.9% | -49.0% |
| YTD | +16.8% | +12.6% | +4.1% | +3.5% |
| 1Y | +17.8% | +13.3% | +4.5% | +3.6% |
| 3Y | -21.5% | +38.6% | -60.1% | -41.5% |
| 5Y | -29.3% | -34.7% | +5.4% | -9.2% |
| All | -12.1% | -31.4% | +19.3% | +13.7% |
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