+43.1%
GFS vs TROW
+5.3%
+37.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +4.5% | -1.5% | +6.0% | +4.9% |
| 30D | -8.2% | -5.3% | -2.9% | -6.7% |
| 3M | -38.9% | +2.9% | -41.8% | -40.6% |
| 6M | -2.9% | +22.2% | -25.1% | -12.4% |
| YTD | +31.8% | +8.1% | +23.7% | +21.5% |
| 1Y | +43.1% | +5.8% | +37.3% | +35.1% |
| All | +43.1% | +5.3% | +37.8% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling