+14.9%
GLXY vs TROW
+0.2%
+14.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.6% |
| 7D | +13.4% | -1.3% | +14.8% | +15.6% |
| 30D | +38.1% | -4.5% | +42.6% | +46.6% |
| 3M | -7.3% | +3.9% | -11.2% | -14.2% |
| 6M | +8.2% | +22.6% | -14.4% | -22.7% |
| YTD | +17.8% | +10.1% | +7.6% | -1.0% |
| 1Y | +14.9% | +3.6% | +11.3% | -4.2% |
| All | +14.9% | +0.2% | +14.7% | -4.2% |
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 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