+13,589.0%
GWW vs TROW
+14,151.0%
-562.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | -2.3% | -5.5% | +3.1% | -0.8% |
| 3M | -3.3% | +2.3% | -5.6% | -4.3% |
| 6M | +15.4% | +23.9% | -8.5% | +7.8% |
| YTD | +26.7% | +7.9% | +18.9% | +22.9% |
| 1Y | +29.0% | +6.1% | +22.8% | +25.5% |
| 3Y | +89.0% | +13.8% | +75.2% | +78.0% |
| 5Y | +221.8% | -38.2% | +260.0% | +253.6% |
| 10Y | +562.7% | +131.3% | +431.4% | +402.9% |
| All | +13,589.0% | +14,151.0% | -562.0% | +5,071.9% |
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