+211.8%
GLD vs PWR
+1,887.5%
-1,675.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.3% |
| 7D | -2.0% | +4.7% | -6.7% | -2.2% |
| 30D | -4.4% | -12.5% | +8.1% | -4.1% |
| 3M | -8.9% | -9.3% | +0.4% | -8.7% |
| 6M | -16.0% | -22.2% | +6.2% | -15.5% |
| YTD | -7.9% | +44.2% | -52.0% | -9.0% |
| 1Y | -3.9% | +35.5% | -39.4% | -5.0% |
| 3Y | +103.4% | +250.4% | -147.0% | +97.6% |
| 5Y | +109.7% | +425.6% | -315.9% | +102.9% |
| 10Y | +211.8% | +1,874.2% | -1,662.4% | +208.9% |
| All | +211.8% | +1,887.5% | -1,675.7% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling