+13.1%
TROW vs GPC
-1.1%
+14.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -5.3% | +1.3% | -6.6% | -5.7% |
| 3M | +2.9% | +37.1% | -34.2% | -7.1% |
| 6M | +22.2% | +23.2% | -1.0% | +13.8% |
| YTD | +8.1% | +13.1% | -5.0% | +1.8% |
| 1Y | +5.8% | +0.9% | +4.9% | +3.8% |
| All | +13.1% | -1.1% | +14.2% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling