-10.3%
GTLB vs TROW
+12.7%
-23.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -4.1% | -3.0% | -1.1% | -2.2% |
| 30D | +12.3% | -5.5% | +17.8% | +16.4% |
| 3M | +65.9% | +2.3% | +63.6% | +61.7% |
| 6M | +104.0% | +23.9% | +80.0% | +73.6% |
| YTD | +26.0% | +7.9% | +18.1% | +17.9% |
| 1Y | -3.5% | +6.1% | -9.6% | -9.4% |
| All | -10.3% | +12.7% | -23.0% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling