-25.7%
GIS vs TROW
-39.3%
+13.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -6.4% | -3.2% | -3.2% | -6.2% |
| 30D | -6.1% | -4.6% | -1.5% | -5.8% |
| 3M | +7.8% | -0.7% | +8.5% | +8.0% |
| 6M | -8.8% | +22.2% | -31.0% | -9.7% |
| YTD | -19.1% | +6.6% | -25.8% | -19.4% |
| 1Y | -24.8% | +5.8% | -30.6% | -25.0% |
| 3Y | -37.6% | +11.6% | -49.2% | -38.3% |
| All | -25.7% | -39.3% | +13.7% | -22.6% |
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 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