+5.8%
GLXY vs TROW
+17.2%
-11.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.8% |
| 7D | -8.9% | -3.0% | -5.9% | -5.4% |
| 30D | +19.9% | -5.5% | +25.3% | +28.7% |
| 3M | -20.0% | +2.3% | -22.2% | -23.6% |
| 6M | +10.5% | +23.9% | -13.4% | -19.3% |
| YTD | +7.9% | +7.9% | 0.0% | -4.2% |
| 1Y | -7.5% | +6.1% | -13.6% | -15.9% |
| All | +5.8% | +17.2% | -11.3% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling