+10.3%
GLXY vs TROW
+17.4%
-7.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -5.1% |
| 7D | +4.5% | -1.5% | +6.0% | +6.7% |
| 30D | +28.8% | -5.3% | +34.1% | +38.1% |
| 3M | -23.0% | +2.9% | -26.0% | -27.3% |
| 6M | +17.0% | +22.2% | -5.2% | -13.0% |
| YTD | +12.5% | +8.1% | +4.4% | -0.4% |
| 1Y | -5.4% | +5.8% | -11.2% | -13.8% |
| All | +10.3% | +17.4% | -7.1% | -13.9% |
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