+5.8%
TROW vs GFI
+29.3%
-23.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.2% |
| 7D | -3.2% | -2.7% | -0.5% | -3.0% |
| 30D | -4.6% | +13.2% | -17.8% | -5.4% |
| 3M | -0.7% | +28.5% | -29.1% | -2.5% |
| 6M | +22.2% | -6.2% | +28.4% | +21.2% |
| YTD | +6.6% | +8.7% | -2.1% | +4.6% |
| 1Y | +5.8% | +24.8% | -19.0% | +2.7% |
| All | +5.8% | +29.3% | -23.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling