-39.0%
TROW vs GME
-56.3%
+17.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.5% |
| 7D | -3.2% | +10.4% | -13.6% | -3.9% |
| 30D | -4.6% | +14.1% | -18.7% | -5.6% |
| 3M | -0.7% | -4.6% | +4.0% | -0.4% |
| 6M | +22.2% | -13.5% | +35.7% | +23.3% |
| YTD | +6.6% | +5.3% | +1.3% | +5.9% |
| 1Y | +5.8% | -14.9% | +20.7% | +6.7% |
| 3Y | +11.6% | +24.3% | -12.7% | -5.7% |
| All | -39.0% | -56.3% | +17.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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