+208.4%
GLD vs PWR
+1,818.7%
-1,610.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | +2.8% | -11.2% | +14.1% | +3.2% |
| 30D | -4.0% | -17.4% | +13.4% | -3.4% |
| 3M | -8.2% | -11.7% | +3.5% | -8.0% |
| 6M | -14.8% | -21.7% | +6.9% | -14.3% |
| YTD | -6.8% | +38.3% | -45.1% | -7.8% |
| 1Y | -2.4% | +29.6% | -32.0% | -3.4% |
| 3Y | +105.8% | +236.1% | -130.4% | +100.2% |
| 5Y | +113.3% | +406.3% | -293.0% | +106.7% |
| 10Y | +208.4% | +1,796.7% | -1,588.3% | +205.1% |
| All | +208.4% | +1,818.7% | -1,610.3% | +205.1% |
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