+18.6%
GLXY vs TROW
+19.2%
-0.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.1% | +3.1% |
| 7D | +15.5% | +0.4% | +15.0% | +15.0% |
| 30D | +34.1% | -4.0% | +38.1% | +41.2% |
| 3M | -11.3% | +5.0% | -16.4% | -18.3% |
| 6M | +31.6% | +24.3% | +7.3% | -4.3% |
| YTD | +21.0% | +9.8% | +11.2% | +5.0% |
| 1Y | +11.7% | +6.4% | +5.2% | +0.5% |
| All | +18.6% | +19.2% | -0.6% | -9.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling