+11.7%
TROW vs GGLL
+195.8%
-184.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.7% |
| 7D | +4.7% | +6.3% | -1.7% | +3.5% |
| 30D | +5.4% | -35.1% | +40.5% | +13.5% |
| 3M | -1.6% | -37.7% | +36.1% | +6.4% |
| 6M | +7.8% | -54.1% | +61.9% | +22.9% |
| YTD | +12.6% | -29.4% | +42.0% | +14.4% |
| 1Y | +13.6% | -13.4% | +27.0% | +8.7% |
| 3Y | +36.6% | +158.3% | -121.7% | -14.7% |
| All | +11.7% | +195.8% | -184.1% | -38.8% |
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