+13,866.7%
TROW vs GFI
+650.5%
+13,216.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -3.2% | -4.9% | +1.7% | -3.0% |
| 30D | -4.6% | +10.7% | -15.3% | -5.1% |
| 3M | -0.7% | +25.6% | -26.3% | -1.8% |
| 6M | +22.2% | -8.3% | +30.5% | +22.2% |
| YTD | +6.6% | +6.3% | +0.3% | +5.7% |
| 1Y | +5.8% | +22.1% | -16.2% | +4.0% |
| 3Y | +11.6% | +289.2% | -277.6% | +3.1% |
| 5Y | -38.9% | +531.7% | -570.6% | -45.3% |
| 10Y | +128.5% | +1,043.8% | -915.2% | +94.0% |
| All | +13,866.7% | +650.5% | +13,216.2% | +11,925.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling