+140.0%
GLD vs TROW
-38.1%
+178.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.2% |
| 30D | +0.2% | -5.3% | +5.5% | +0.5% |
| 3M | +3.2% | +2.9% | +0.3% | +3.1% |
| 6M | -14.6% | +22.2% | -36.8% | -15.4% |
| YTD | +1.8% | +8.1% | -6.3% | +1.3% |
| 1Y | +20.7% | +5.8% | +14.9% | +20.3% |
| 3Y | +126.5% | +14.0% | +112.5% | +123.9% |
| 5Y | +140.0% | -38.3% | +178.3% | +129.3% |
| All | +140.0% | -38.1% | +178.1% | +129.3% |
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