+75.8%
GM vs TROW
-39.3%
+115.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | -2.4% | -3.2% | +0.7% | -0.6% |
| 30D | -1.1% | -4.6% | +3.5% | +1.6% |
| 3M | +6.1% | -0.7% | +6.8% | +5.9% |
| 6M | +15.0% | +22.2% | -7.2% | +1.5% |
| YTD | +6.0% | +6.6% | -0.6% | +0.7% |
| 1Y | +47.1% | +5.8% | +41.3% | +40.0% |
| 3Y | +170.5% | +11.6% | +158.9% | +142.9% |
| All | +75.8% | -39.3% | +115.1% | +111.8% |
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