+5.1%
GNRC vs TROW
+0.2%
+4.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +1.9% | -1.3% | +3.2% | +2.4% |
| 30D | -13.8% | -4.5% | -9.3% | -12.5% |
| 3M | -32.6% | +3.9% | -36.5% | -34.9% |
| 6M | -15.2% | +22.6% | -37.8% | -24.7% |
| YTD | +37.4% | +10.1% | +27.3% | +26.5% |
| 1Y | +5.1% | +3.6% | +1.6% | -4.4% |
| All | +5.1% | +0.2% | +4.9% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling