-37.6%
GIS vs TROW
+11.3%
-48.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -6.4% | -3.2% | -3.2% | -6.1% |
| 30D | -6.1% | -4.6% | -1.5% | -5.7% |
| 3M | +7.8% | -0.7% | +8.5% | +8.1% |
| 6M | -8.8% | +22.2% | -31.0% | -9.7% |
| YTD | -19.1% | +6.6% | -25.8% | -19.3% |
| 1Y | -24.8% | +5.8% | -30.6% | -25.0% |
| 3Y | -37.6% | +11.6% | -49.2% | -38.7% |
| All | -37.6% | +11.3% | -48.9% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling