+6.1%
TROW vs GPC
+0.5%
+5.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.0% | -1.8% | -1.2% | -2.7% |
| 30D | -5.5% | +0.1% | -5.5% | -5.5% |
| 3M | +2.3% | +37.4% | -35.1% | -3.1% |
| 6M | +23.9% | +25.4% | -1.5% | +18.5% |
| YTD | +7.9% | +12.2% | -4.3% | +0.3% |
| 1Y | +6.1% | -0.3% | +6.5% | -1.7% |
| All | +6.1% | +0.5% | +5.6% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling