-2.4%
GFS vs TROW
-33.0%
+30.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.3% |
| 7D | +1.0% | -1.3% | +2.3% | +2.0% |
| 30D | -8.6% | -4.5% | -4.1% | -5.6% |
| 3M | -46.5% | +3.9% | -50.4% | -48.8% |
| 6M | -4.8% | +22.6% | -27.4% | -19.7% |
| YTD | +29.7% | +10.1% | +19.5% | +17.1% |
| 1Y | +35.8% | +3.6% | +32.2% | +28.7% |
| 3Y | -18.3% | +12.4% | -30.7% | -28.6% |
| All | -2.4% | -33.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling