+199.8%
GS vs TROW
+37.3%
+162.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.1% |
| 7D | +5.9% | +0.5% | +5.4% | +5.5% |
| 30D | +4.3% | +9.3% | -5.0% | -1.9% |
| 3M | -11.7% | -0.9% | -10.7% | -11.1% |
| 6M | -3.2% | +8.3% | -11.5% | -9.3% |
| YTD | +5.8% | +10.6% | -4.8% | -2.8% |
| 1Y | +16.0% | +10.5% | +5.5% | +6.5% |
| 3Y | +199.8% | +36.5% | +163.2% | +135.4% |
| All | +199.8% | +37.3% | +162.5% | +135.4% |
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 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