-14.5%
TROW vs FGI
-69.8%
+55.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | +0.4% | +5.2% | -4.7% | +0.3% |
| 30D | -4.0% | +65.2% | -69.2% | -5.2% |
| 3M | +5.0% | +30.2% | -25.2% | +4.0% |
| 6M | +24.3% | +87.8% | -63.5% | +21.5% |
| YTD | +9.8% | +32.5% | -22.7% | +7.8% |
| 1Y | +6.4% | +93.6% | -87.1% | +3.0% |
| 3Y | +15.8% | -2.6% | +18.4% | +13.5% |
| All | -14.5% | -69.8% | +55.3% | -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