+2,494.3%
GPN vs TROW
+931.2%
+1,563.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -4.3% | -3.2% | -1.1% | -2.9% |
| 30D | 0.0% | -4.6% | +4.6% | +2.1% |
| 3M | +35.8% | -0.7% | +36.5% | +36.1% |
| 6M | +22.0% | +22.2% | -0.2% | +11.4% |
| YTD | +15.2% | +6.6% | +8.6% | +11.6% |
| 1Y | +3.5% | +5.8% | -2.3% | +0.6% |
| 3Y | -26.9% | +11.6% | -38.5% | -31.1% |
| 5Y | -44.2% | -38.9% | -5.3% | -33.2% |
| 10Y | +27.3% | +128.5% | -101.2% | -11.3% |
| All | +2,494.3% | +931.2% | +1,563.1% | +682.4% |
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 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