-0.8%
GFS vs TROW
-34.3%
+33.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +3.2% | -3.0% | +6.2% | +5.5% |
| 30D | -9.6% | -5.5% | -4.1% | -6.0% |
| 3M | -38.5% | +2.3% | -40.7% | -40.5% |
| 6M | -1.3% | +23.9% | -25.2% | -17.5% |
| YTD | +31.8% | +7.9% | +23.9% | +20.8% |
| 1Y | +44.6% | +6.1% | +38.4% | +34.1% |
| 3Y | -20.6% | +13.8% | -34.5% | -31.3% |
| All | -0.8% | -34.3% | +33.5% | +32.7% |
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