+1,660.2%
GSK vs TROW
+14,176.2%
-12,515.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -3.6% | -1.5% | -2.1% | -3.3% |
| 30D | -5.9% | -5.3% | -0.6% | -4.9% |
| 3M | -4.3% | +2.9% | -7.2% | -4.9% |
| 6M | -10.8% | +22.2% | -33.0% | -14.3% |
| YTD | +1.8% | +8.1% | -6.3% | -0.1% |
| 1Y | +23.5% | +5.8% | +17.7% | +21.4% |
| 3Y | +49.5% | +14.0% | +35.5% | +42.9% |
| 5Y | +49.7% | -38.3% | +87.9% | +57.6% |
| 10Y | +81.9% | +131.7% | -49.7% | +44.1% |
| All | +1,660.2% | +14,176.2% | -12,515.9% | +537.7% |
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