+12.6%
GTLB vs TROW
+17.3%
-4.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -2.2% |
| 7D | -9.7% | +8.2% | -17.9% | -12.4% |
| 30D | +1.7% | +8.3% | -6.6% | -1.4% |
| 3M | +43.6% | -1.6% | +45.1% | +43.9% |
| 6M | +113.0% | +11.9% | +101.1% | +99.0% |
| YTD | +39.5% | +14.3% | +25.2% | +28.5% |
| 1Y | +12.6% | +17.0% | -4.4% | +4.0% |
| All | +12.6% | +17.3% | -4.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling