+8.9%
TROW vs GGLL
+328.4%
-319.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | -4.0% | -9.7% | +5.7% | -2.1% |
| 3M | +5.0% | -18.0% | +23.0% | +8.0% |
| 6M | +24.3% | +15.3% | +9.1% | +16.1% |
| YTD | +9.8% | +2.2% | +7.6% | +5.3% |
| 1Y | +6.4% | +73.1% | -66.6% | -12.4% |
| 3Y | +15.8% | +242.7% | -226.9% | -29.9% |
| All | +8.9% | +328.4% | -319.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling