+40.6%
GLW vs TROW
+17.3%
+23.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.0% | -11.8% | -7.6% |
| 7D | -9.5% | +8.2% | -17.7% | -11.9% |
| 30D | -25.5% | +8.3% | -33.8% | -27.5% |
| 3M | -25.6% | -1.6% | -24.0% | -25.1% |
| 6M | -25.5% | +11.9% | -37.4% | -30.6% |
| YTD | +36.4% | +14.3% | +22.0% | +20.2% |
| 1Y | +40.6% | +17.0% | +23.6% | +21.5% |
| All | +40.6% | +17.3% | +23.3% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling