+124.8%
TROW vs GRMN
+677.8%
-552.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -3.4% |
| 7D | -3.2% | +2.4% | -5.6% | -4.5% |
| 30D | -4.6% | -8.5% | +3.9% | -0.2% |
| 3M | -0.7% | +19.5% | -20.1% | -11.4% |
| 6M | +22.2% | +21.2% | +1.0% | +7.4% |
| YTD | +6.6% | +41.0% | -34.4% | -14.7% |
| 1Y | +5.8% | +19.6% | -13.8% | -7.7% |
| 3Y | +11.6% | +183.8% | -172.2% | -48.3% |
| 5Y | -38.9% | +83.0% | -121.9% | -62.9% |
| All | +124.8% | +677.8% | -552.9% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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