+7.0%
GLXY vs TROW
+15.8%
-8.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.6% |
| 7D | -7.3% | -3.2% | -4.2% | -3.5% |
| 30D | +15.7% | -4.6% | +20.4% | +23.2% |
| 3M | -26.7% | -0.7% | -26.0% | -27.5% |
| 6M | +13.7% | +22.2% | -8.5% | -15.5% |
| YTD | +9.1% | +6.6% | +2.5% | -1.7% |
| 1Y | -15.5% | +5.8% | -21.3% | -22.6% |
| All | +7.0% | +15.8% | -8.8% | -15.1% |
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