-2.7%
GFS vs TROW
-33.2%
+30.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | 0.0% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | -16.4% | -4.0% | -12.4% | -14.0% |
| 3M | -41.6% | +5.0% | -46.6% | -44.6% |
| 6M | -3.7% | +24.3% | -28.0% | -19.7% |
| YTD | +29.3% | +9.8% | +19.5% | +17.1% |
| 1Y | +37.1% | +6.4% | +30.7% | +27.1% |
| 3Y | -22.1% | +15.8% | -37.9% | -33.4% |
| All | -2.7% | -33.2% | +30.5% | +28.6% |
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