-14.3%
TROW vs FGI
-70.6%
+56.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +4.3% | -7.0% | +11.3% | +4.4% |
| 30D | +4.2% | -4.2% | +8.4% | +4.2% |
| 3M | -3.4% | +55.6% | -59.0% | -4.5% |
| 6M | +4.7% | -3.2% | +7.8% | +3.9% |
| YTD | +10.1% | +29.1% | -19.0% | +8.1% |
| 1Y | +11.7% | +51.0% | -39.3% | +9.2% |
| 3Y | +32.5% | +1.5% | +31.0% | +29.5% |
| All | -14.3% | -70.6% | +56.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling