+142.4%
GILD vs TROW
-39.3%
+181.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -4.8% | -3.2% | -1.6% | -4.3% |
| 30D | +5.8% | -4.6% | +10.4% | +6.7% |
| 3M | +14.9% | -0.7% | +15.6% | +15.0% |
| 6M | -0.4% | +22.2% | -22.6% | -4.0% |
| YTD | +18.5% | +6.6% | +11.9% | +16.7% |
| 1Y | +25.1% | +5.8% | +19.3% | +23.2% |
| 3Y | +105.9% | +11.6% | +94.3% | +98.1% |
| All | +142.4% | -39.3% | +181.8% | +145.0% |
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