+816.6%
GLD vs TROW
+609.7%
+206.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | +4.4% | -4.5% | +8.9% | +4.4% |
| 3M | -1.1% | +3.9% | -5.0% | -1.1% |
| 6M | -13.8% | +22.6% | -36.4% | -13.9% |
| YTD | +2.6% | +10.1% | -7.5% | +2.6% |
| 1Y | +24.5% | +3.6% | +20.9% | +24.4% |
| 3Y | +125.8% | +12.4% | +113.4% | +125.5% |
| 5Y | +137.8% | -37.5% | +175.3% | +137.0% |
| 10Y | +221.4% | +130.0% | +91.4% | +221.7% |
| All | +816.6% | +609.7% | +206.9% | +756.0% |
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