+225.5%
GWW vs TROW
-39.3%
+264.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.1% |
| 7D | -3.4% | -3.2% | -0.2% | -2.3% |
| 30D | -1.9% | -4.6% | +2.7% | -0.4% |
| 3M | -2.4% | -0.7% | -1.7% | -2.7% |
| 6M | +15.7% | +22.2% | -6.5% | +7.1% |
| YTD | +27.6% | +6.6% | +21.0% | +23.3% |
| 1Y | +27.2% | +5.8% | +21.4% | +23.1% |
| 3Y | +89.7% | +11.6% | +78.1% | +77.1% |
| All | +225.5% | -39.3% | +264.8% | +252.8% |
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