+206.1%
GLD vs TROW
+122.3%
+83.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -5.5% | +9.3% | -14.8% | -5.7% |
| 3M | -10.9% | -0.9% | -10.0% | -10.9% |
| 6M | -17.4% | +8.3% | -25.8% | -17.6% |
| YTD | -10.3% | +10.6% | -20.9% | -10.5% |
| 1Y | -7.2% | +10.5% | -17.7% | -7.4% |
| 3Y | +96.9% | +36.5% | +60.4% | +95.6% |
| 5Y | +103.8% | -37.1% | +140.8% | +101.2% |
| All | +206.1% | +122.3% | +83.9% | +222.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling