+478.5%
GS vs TROW
+153.2%
+325.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.4% | +3.3% |
| 7D | +0.8% | +4.7% | -3.9% | -1.9% |
| 30D | +1.2% | +5.4% | -4.2% | -2.0% |
| 3M | -12.4% | -1.6% | -10.8% | -11.6% |
| 6M | -2.3% | +7.8% | -10.1% | -7.3% |
| YTD | +4.6% | +12.6% | -8.0% | -3.6% |
| 1Y | +17.5% | +13.6% | +3.9% | +7.5% |
| 3Y | +202.0% | +36.6% | +165.5% | +144.8% |
| 5Y | +152.4% | -36.7% | +189.1% | +221.8% |
| 10Y | +478.5% | +136.3% | +342.2% | +193.9% |
| All | +478.5% | +153.2% | +325.3% | +193.9% |
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