-20.0%
GFS vs TROW
+34.1%
-54.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +3.4% |
| 7D | -3.1% | +4.7% | -7.8% | -6.3% |
| 30D | -16.0% | +5.4% | -21.4% | -19.1% |
| 3M | -24.7% | -1.6% | -23.1% | -24.1% |
| 6M | -45.1% | +7.8% | -52.9% | -49.1% |
| YTD | +16.5% | +12.6% | +3.9% | +3.0% |
| 1Y | +19.3% | +13.6% | +5.7% | +4.3% |
| 3Y | -20.0% | +36.6% | -56.5% | -41.7% |
| All | -20.0% | +34.1% | -54.1% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling