+1,025.9%
TROW vs GME
+1,066.0%
-40.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -4.0% | -1.4% | -2.6% | -3.9% |
| 3M | +5.0% | -15.1% | +20.1% | +6.4% |
| 6M | +24.3% | -22.5% | +46.8% | +26.8% |
| YTD | +9.8% | -5.9% | +15.7% | +10.0% |
| 1Y | +6.4% | -18.6% | +25.1% | +7.9% |
| 3Y | +15.8% | +6.7% | +9.1% | +1.3% |
| 5Y | -37.3% | -62.0% | +24.7% | -42.7% |
| 10Y | +130.6% | +239.5% | -108.8% | -29.2% |
| All | +1,025.9% | +1,066.0% | -40.1% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling