+9.8%
TROW vs GGLL
+210.8%
-201.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | +0.5% | +7.7% | -7.2% | -1.0% |
| 30D | +9.3% | -30.2% | +39.6% | +16.0% |
| 3M | -0.9% | -31.3% | +30.4% | +5.1% |
| 6M | +8.3% | -52.1% | +60.4% | +22.6% |
| YTD | +10.6% | -25.9% | +36.5% | +11.3% |
| 1Y | +10.5% | -8.5% | +19.0% | +4.7% |
| 3Y | +36.5% | +165.5% | -129.0% | -14.8% |
| All | +9.8% | +210.8% | -201.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling