-57.4%
GNRC vs TROW
-39.3%
-18.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.9% |
| 7D | -0.2% | -3.2% | +3.0% | +2.4% |
| 30D | -15.7% | -4.6% | -11.1% | -12.5% |
| 3M | -27.3% | -0.7% | -26.7% | -28.2% |
| 6M | -12.1% | +22.2% | -34.3% | -27.2% |
| YTD | +37.1% | +6.6% | +30.5% | +26.0% |
| 1Y | -0.5% | +5.8% | -6.3% | -7.9% |
| 3Y | +61.5% | +11.6% | +49.9% | +36.9% |
| All | -57.4% | -39.3% | -18.0% | -46.8% |
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