+642.6%
GS vs TROW
+129.7%
+512.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | +0.2% | -4.0% | +4.2% | +2.8% |
| 3M | -0.3% | +5.0% | -5.3% | -3.9% |
| 6M | +27.4% | +24.3% | +3.0% | +10.4% |
| YTD | +19.6% | +9.8% | +9.9% | +11.9% |
| 1Y | +42.5% | +6.4% | +36.0% | +35.6% |
| 3Y | +240.4% | +15.8% | +224.6% | +204.8% |
| 5Y | +188.9% | -37.3% | +226.2% | +268.8% |
| 10Y | +642.6% | +130.6% | +511.9% | +286.6% |
| All | +642.6% | +129.7% | +512.9% | +286.6% |
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