+124.5%
GLD vs TROW
+14.8%
+109.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +0.3% | -4.0% | +4.3% | +0.6% |
| 3M | +0.6% | +5.0% | -4.4% | +0.4% |
| 6M | -15.6% | +24.3% | -39.9% | -16.2% |
| YTD | +0.9% | +9.8% | -8.9% | +0.3% |
| 1Y | +19.4% | +6.4% | +12.9% | +18.8% |
| 3Y | +124.5% | +15.8% | +108.7% | +120.4% |
| All | +124.5% | +14.8% | +109.7% | +120.4% |
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