-54.8%
GTLB vs TROW
-32.3%
-22.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.5% |
| 7D | -5.7% | -3.2% | -2.5% | -2.7% |
| 30D | +15.1% | -4.6% | +19.7% | +20.5% |
| 3M | +65.5% | -0.7% | +66.1% | +63.9% |
| 6M | +102.9% | +22.2% | +80.7% | +62.0% |
| YTD | +25.2% | +6.6% | +18.6% | +14.4% |
| 1Y | -5.5% | +5.8% | -11.4% | -14.2% |
| 3Y | -10.9% | +11.6% | -22.5% | -27.5% |
| All | -54.8% | -32.3% | -22.5% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling