+437.1%
GS vs TROW
+120.8%
+316.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | 0.0% |
| 7D | +5.1% | -0.5% | +5.6% | +5.5% |
| 30D | +2.4% | +6.7% | -4.3% | -1.6% |
| 3M | -11.5% | -1.7% | -9.8% | -10.6% |
| 6M | -2.5% | +7.8% | -10.3% | -7.5% |
| YTD | +5.5% | +9.9% | -4.5% | -1.4% |
| 1Y | +11.0% | +8.7% | +2.3% | +4.4% |
| 3Y | +200.1% | +35.2% | +164.8% | +145.0% |
| 5Y | +154.7% | -37.5% | +192.2% | +226.8% |
| All | +437.1% | +120.8% | +316.3% | +203.6% |
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