-39.0%
TROW vs GWRE
+15.1%
-54.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -3.2% | -13.2% | +10.1% | +0.3% |
| 30D | -4.6% | -18.6% | +14.0% | -0.6% |
| 3M | -0.7% | +18.9% | -19.6% | -7.9% |
| 6M | +22.2% | -11.0% | +33.2% | +21.0% |
| YTD | +6.6% | -29.9% | +36.5% | +13.7% |
| 1Y | +5.8% | -44.3% | +50.2% | +22.6% |
| 3Y | +11.6% | +51.7% | -40.1% | -25.1% |
| All | -39.0% | +15.1% | -54.0% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling