+38.6%
GILD vs TROW
+11.7%
+26.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.2% | +4.3% | -6.6% | -2.4% |
| 30D | +13.6% | +4.2% | +9.5% | +13.3% |
| 3M | +28.3% | -3.4% | +31.7% | +28.3% |
| 6M | +23.9% | +4.7% | +19.3% | +24.6% |
| YTD | +38.4% | +10.1% | +28.3% | +37.9% |
| 1Y | +38.6% | +11.7% | +26.9% | +37.3% |
| All | +38.6% | +11.7% | +26.9% | +37.3% |
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 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