+225.3%
GLDM vs TROW
+28.6%
+196.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.8% |
| 7D | +5.0% | +4.7% | +0.3% | +4.8% |
| 30D | -1.3% | +5.4% | -6.7% | -1.5% |
| 3M | -4.7% | -1.6% | -3.1% | -4.7% |
| 6M | -12.4% | +7.8% | -20.2% | -12.6% |
| YTD | -4.1% | +12.6% | -16.6% | -4.4% |
| 1Y | +3.3% | +13.6% | -10.3% | +3.0% |
| 3Y | +110.9% | +36.6% | +74.4% | +109.2% |
| 5Y | +124.8% | -36.7% | +161.5% | +121.8% |
| All | +225.3% | +28.6% | +196.8% | +236.5% |
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