+116.8%
TROW vs GPC
+74.9%
+41.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | +9.3% | -6.3% | +15.6% | +12.7% |
| 3M | -0.9% | -8.2% | +7.3% | +2.9% |
| 6M | +8.3% | +27.1% | -18.7% | -5.7% |
| YTD | +10.6% | +3.1% | +7.5% | +5.1% |
| 1Y | +10.5% | +0.1% | +10.5% | +6.6% |
| 3Y | +36.5% | +0.2% | +36.3% | +26.1% |
| 5Y | -37.1% | +4.9% | -41.9% | -44.0% |
| All | +116.8% | +74.9% | +41.9% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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