+2,064.0%
GS vs TROW
+1,095.5%
+968.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | +0.9% | -1.3% | +2.3% | +1.8% |
| 30D | -1.6% | -4.5% | +2.9% | +1.4% |
| 3M | -4.5% | +3.9% | -8.3% | -7.3% |
| 6M | +20.9% | +22.6% | -1.7% | +5.3% |
| YTD | +19.9% | +10.1% | +9.8% | +11.8% |
| 1Y | +41.4% | +3.6% | +37.8% | +36.8% |
| 3Y | +239.2% | +12.4% | +226.7% | +208.7% |
| 5Y | +185.0% | -37.5% | +222.5% | +257.8% |
| 10Y | +655.0% | +130.0% | +525.0% | +288.0% |
| All | +2,064.0% | +1,095.5% | +968.5% | +237.6% |
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 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