+1,704.0%
GS vs TROW
+1,095.3%
+608.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -3.2% | +4.3% | -7.6% | -5.8% |
| 30D | -2.4% | +4.2% | -6.6% | -5.0% |
| 3M | -15.7% | -3.4% | -12.3% | -13.9% |
| 6M | -6.8% | +4.7% | -11.4% | -10.0% |
| YTD | -0.1% | +10.1% | -10.2% | -6.9% |
| 1Y | +12.1% | +11.7% | +0.4% | +3.4% |
| 3Y | +185.8% | +32.5% | +153.3% | +134.1% |
| 5Y | +140.1% | -38.5% | +178.6% | +205.6% |
| 10Y | +505.2% | +148.0% | +357.2% | +196.1% |
| All | +1,704.0% | +1,095.3% | +608.7% | +181.3% |
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