+435.3%
GNRC vs TROW
+130.0%
+305.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.8% |
| 7D | -0.2% | -3.2% | +3.0% | +2.1% |
| 30D | -15.7% | -4.6% | -11.1% | -12.9% |
| 3M | -27.3% | -0.7% | -26.7% | -28.0% |
| 6M | -12.1% | +22.2% | -34.3% | -25.1% |
| YTD | +37.1% | +6.6% | +30.5% | +27.9% |
| 1Y | -0.5% | +5.8% | -6.3% | -6.6% |
| 3Y | +61.5% | +11.6% | +49.9% | +42.6% |
| 5Y | -58.6% | -38.9% | -19.6% | -45.5% |
| All | +435.3% | +130.0% | +305.3% | +227.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling