+833.1%
GLW vs TROW
+132.8%
+700.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +11.7% | -3.0% | +14.7% | +13.6% |
| 30D | +2.7% | -5.5% | +8.1% | +5.8% |
| 3M | -2.8% | +2.3% | -5.1% | -5.1% |
| 6M | +20.2% | +23.9% | -3.8% | +5.0% |
| YTD | +87.3% | +7.9% | +79.4% | +76.3% |
| 1Y | +119.6% | +6.1% | +113.5% | +108.3% |
| 3Y | +453.7% | +13.8% | +439.9% | +390.6% |
| 5Y | +376.1% | -38.2% | +414.3% | +497.7% |
| All | +833.1% | +132.8% | +700.3% | +493.2% |
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