-14.4%
TROW vs FGI
-66.3%
+51.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.3% |
| 7D | -0.5% | +13.5% | -14.0% | -0.6% |
| 30D | +6.7% | +17.1% | -10.4% | +6.5% |
| 3M | -1.7% | +78.0% | -79.7% | -3.0% |
| 6M | +7.8% | +46.4% | -38.6% | +6.5% |
| YTD | +9.9% | +47.7% | -37.8% | +7.8% |
| 1Y | +8.7% | +56.8% | -48.1% | +6.3% |
| 3Y | +35.2% | +12.3% | +23.0% | +32.2% |
| All | -14.4% | -66.3% | +51.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling