-14.3%
TROW vs FGI
-70.4%
+56.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.1% |
| 7D | -1.3% | +0.5% | -1.9% | -1.3% |
| 30D | -4.5% | +65.4% | -69.9% | -5.7% |
| 3M | +3.9% | +23.5% | -19.6% | +2.9% |
| 6M | +22.6% | +60.5% | -38.0% | +20.1% |
| YTD | +10.1% | +30.0% | -19.9% | +8.2% |
| 1Y | +3.6% | +82.1% | -78.5% | +0.3% |
| 3Y | +12.4% | -4.4% | +16.8% | +10.2% |
| All | -14.3% | -70.4% | +56.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling