+240.0%
GM vs TROW
+218.9%
+21.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -1.1% | -3.0% | +1.9% | +0.8% |
| 30D | -3.4% | -5.5% | +2.0% | 0.0% |
| 3M | +8.7% | +2.3% | +6.4% | +6.6% |
| 6M | +15.4% | +23.9% | -8.5% | +0.4% |
| YTD | +6.6% | +7.9% | -1.3% | +0.4% |
| 1Y | +51.5% | +6.1% | +45.4% | +43.6% |
| 3Y | +169.3% | +13.8% | +155.5% | +138.7% |
| 5Y | +81.6% | -38.2% | +119.8% | +128.9% |
| 10Y | +240.7% | +131.3% | +109.4% | +77.2% |
| All | +240.0% | +218.9% | +21.1% | +39.2% |
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 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