+15.5%
GLXY vs TROW
+19.6%
-4.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.6% |
| 7D | +13.4% | -1.3% | +14.8% | +15.5% |
| 30D | +38.1% | -4.5% | +42.6% | +46.3% |
| 3M | -7.3% | +3.9% | -11.2% | -13.3% |
| 6M | +8.2% | +22.6% | -14.4% | -19.6% |
| YTD | +17.8% | +10.1% | +7.6% | +1.8% |
| 1Y | +14.9% | +3.6% | +11.3% | +5.8% |
| All | +15.5% | +19.6% | -4.1% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling