-12.4%
TROW vs FGI
-70.0%
+57.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.2% |
| 7D | +4.7% | -1.4% | +6.1% | +4.7% |
| 30D | +5.4% | -3.2% | +8.6% | +5.4% |
| 3M | -1.6% | +64.1% | -65.7% | -2.8% |
| 6M | +7.8% | +17.2% | -9.4% | +6.7% |
| YTD | +12.6% | +31.6% | -19.0% | +10.5% |
| 1Y | +13.6% | +45.1% | -31.4% | +11.1% |
| 3Y | +36.6% | -2.0% | +38.5% | +33.8% |
| All | -12.4% | -70.0% | +57.6% | -13.0% |
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