+14,278.0%
TROW vs GAP
+2,253.0%
+12,025.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.4% | +1.7% | -1.3% | -0.1% |
| 30D | -4.0% | +9.3% | -13.4% | -6.9% |
| 3M | +5.0% | +6.1% | -1.1% | +2.5% |
| 6M | +24.3% | -2.3% | +26.6% | +22.8% |
| YTD | +9.8% | -10.6% | +20.4% | +10.5% |
| 1Y | +6.4% | -4.4% | +10.9% | +4.5% |
| 3Y | +15.8% | +118.3% | -102.5% | -17.9% |
| 5Y | -37.3% | +12.2% | -49.5% | -49.4% |
| 10Y | +130.6% | +33.7% | +96.9% | +46.6% |
| All | +14,278.0% | +2,253.0% | +12,025.0% | +3,399.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling