-39.0%
TROW vs GFI
+524.1%
-563.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -3.2% | -4.9% | +1.7% | -2.8% |
| 30D | -4.6% | +10.7% | -15.3% | -5.5% |
| 3M | -0.7% | +25.6% | -26.3% | -2.8% |
| 6M | +22.2% | -8.3% | +30.5% | +22.1% |
| YTD | +6.6% | +6.3% | +0.3% | +4.7% |
| 1Y | +5.8% | +22.1% | -16.2% | +2.2% |
| 3Y | +11.6% | +289.2% | -277.6% | -7.2% |
| All | -39.0% | +524.1% | -563.1% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling