+206.1%
GLD vs PWR
+1,844.4%
-1,638.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -4.6% | +11.3% | -15.9% | -5.0% |
| 30D | -5.5% | -8.9% | +3.4% | -5.3% |
| 3M | -10.9% | -10.5% | -0.4% | -10.7% |
| 6M | -17.4% | -22.2% | +4.7% | -16.9% |
| YTD | -10.3% | +42.7% | -53.1% | -11.4% |
| 1Y | -7.2% | +41.1% | -48.3% | -8.3% |
| 3Y | +96.9% | +242.7% | -145.8% | +91.3% |
| 5Y | +103.8% | +418.5% | -314.8% | +97.1% |
| All | +206.1% | +1,844.4% | -1,638.3% | +202.2% |
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