+2.8%
GLD vs PWR
+31.4%
-28.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -11.7% | +15.3% | +5.0% |
| 7D | -0.3% | -4.4% | +4.1% | -0.2% |
| 30D | -1.9% | -15.1% | +13.2% | -0.2% |
| 3M | -0.4% | -16.2% | +15.8% | +1.3% |
| 6M | -10.2% | -23.3% | +13.2% | -7.6% |
| YTD | -6.0% | +37.6% | -43.6% | -11.7% |
| 1Y | +2.8% | +32.4% | -29.6% | -3.6% |
| All | +2.8% | +31.4% | -28.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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