+388.8%
GH vs TROW
+30.1%
+358.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.2% |
| 7D | -2.5% | -3.2% | +0.7% | -0.4% |
| 30D | -4.7% | -4.6% | -0.1% | -1.7% |
| 3M | +20.2% | -0.7% | +20.9% | +19.6% |
| 6M | +78.8% | +22.2% | +56.6% | +54.6% |
| YTD | +54.1% | +6.6% | +47.5% | +46.3% |
| 1Y | +177.1% | +5.8% | +171.2% | +161.7% |
| 3Y | +371.6% | +11.6% | +360.0% | +322.4% |
| 5Y | +21.9% | -38.9% | +60.8% | +52.8% |
| All | +388.8% | +30.1% | +358.7% | +293.3% |
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