-27.1%
GPN vs TROW
+11.3%
-38.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | -4.6% | -3.2% | -1.4% | -2.6% |
| 30D | -0.3% | -4.6% | +4.3% | +2.8% |
| 3M | +35.4% | -0.7% | +36.1% | +35.6% |
| 6M | +21.7% | +22.2% | -0.5% | +6.5% |
| YTD | +14.9% | +6.6% | +8.3% | +9.0% |
| 1Y | +3.2% | +5.8% | -2.6% | -1.6% |
| 3Y | -27.1% | +11.6% | -38.8% | -36.5% |
| All | -27.1% | +11.3% | -38.5% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling