+76.7%
GSK vs TROW
+130.0%
-53.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -2.9% |
| 30D | -3.4% | -4.6% | +1.2% | -2.6% |
| 3M | -8.1% | -0.7% | -7.5% | -8.1% |
| 6M | -11.1% | +22.2% | -33.3% | -14.5% |
| YTD | +0.7% | +6.6% | -5.9% | -0.9% |
| 1Y | +20.1% | +5.8% | +14.3% | +18.2% |
| 3Y | +46.1% | +11.6% | +34.5% | +39.9% |
| 5Y | +48.2% | -38.9% | +87.2% | +60.5% |
| All | +76.7% | +130.0% | -53.3% | +42.3% |
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 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