+1,391.9%
GIS vs TROW
+14,151.0%
-12,759.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -8.4% | -3.0% | -5.4% | -8.1% |
| 30D | -5.2% | -5.5% | +0.3% | -4.5% |
| 3M | +8.2% | +2.3% | +5.9% | +7.8% |
| 6M | -12.0% | +23.9% | -35.9% | -14.4% |
| YTD | -18.9% | +7.9% | -26.8% | -19.8% |
| 1Y | -23.6% | +6.1% | -29.7% | -24.4% |
| 3Y | -37.6% | +13.8% | -51.4% | -39.3% |
| 5Y | -25.2% | -38.2% | +13.0% | -22.7% |
| 10Y | -19.3% | +131.3% | -150.6% | -30.6% |
| All | +1,391.9% | +14,151.0% | -12,759.1% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling