+12.9%
TROW vs GAP
+103.6%
-90.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -3.0% | -6.3% | +3.3% | -1.9% |
| 30D | -5.5% | -0.2% | -5.2% | -5.7% |
| 3M | +2.3% | 0.0% | +2.2% | +1.8% |
| 6M | +23.9% | -8.1% | +32.0% | +24.3% |
| YTD | +7.9% | -16.5% | +24.4% | +9.8% |
| 1Y | +6.1% | -10.5% | +16.6% | +6.1% |
| All | +12.9% | +103.6% | -90.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling