+219.4%
GLDM vs TROW
+25.8%
+193.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | +4.3% | +0.3% | +4.5% |
| 30D | -0.9% | +4.2% | -5.0% | -1.0% |
| 3M | -4.3% | -3.4% | -0.9% | -4.2% |
| 6M | -13.4% | +4.7% | -18.1% | -13.5% |
| YTD | -5.8% | +10.1% | -15.9% | -6.1% |
| 1Y | +2.1% | +11.7% | -9.7% | +1.8% |
| 3Y | +105.0% | +32.5% | +72.5% | +103.5% |
| 5Y | +122.5% | -38.5% | +161.0% | +119.6% |
| All | +219.4% | +25.8% | +193.6% | +230.6% |
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