+478.1%
GLW vs TROW
+12.9%
+465.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +16.9% | -1.5% | +18.4% | +17.7% |
| 30D | +7.0% | -5.3% | +12.3% | +9.6% |
| 3M | -3.0% | +2.9% | -5.9% | -5.6% |
| 6M | +31.0% | +22.2% | +8.8% | +16.9% |
| YTD | +93.4% | +8.1% | +85.3% | +82.1% |
| 1Y | +134.7% | +5.8% | +128.9% | +123.0% |
| All | +478.1% | +12.9% | +465.2% | +407.8% |
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