+339.2%
GLW vs TROW
+37.3%
+301.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.6% |
| 7D | +7.7% | +0.5% | +7.3% | +7.5% |
| 30D | -18.8% | +9.3% | -28.2% | -22.3% |
| 3M | -27.7% | -0.9% | -26.8% | -27.5% |
| 6M | -44.4% | +8.3% | -52.8% | -47.3% |
| YTD | +31.3% | +10.6% | +20.6% | +22.2% |
| 1Y | +40.0% | +10.5% | +29.5% | +30.2% |
| 3Y | +339.2% | +36.5% | +302.7% | +257.0% |
| All | +339.2% | +37.3% | +301.9% | +257.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling