-39.0%
TROW vs GAP
+8.7%
-47.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -1.8% |
| 7D | -3.2% | -4.1% | +0.9% | -2.3% |
| 30D | -4.6% | +6.2% | -10.8% | -6.3% |
| 3M | -0.7% | -0.7% | 0.0% | -1.2% |
| 6M | +22.2% | -7.1% | +29.3% | +22.4% |
| YTD | +6.6% | -14.1% | +20.7% | +8.3% |
| 1Y | +5.8% | -8.5% | +14.3% | +5.2% |
| 3Y | +11.6% | +115.4% | -103.8% | -20.0% |
| All | -39.0% | +8.7% | -47.7% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling