+212.2%
GLD vs PWR
+1,915.1%
-1,702.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | +1.5% |
| 7D | +4.9% | -4.8% | +9.7% | +5.0% |
| 30D | -1.3% | -16.2% | +14.9% | -0.8% |
| 3M | -4.8% | -11.9% | +7.2% | -4.5% |
| 6M | -12.5% | -20.6% | +8.1% | -12.0% |
| YTD | -4.2% | +40.3% | -44.5% | -5.4% |
| 1Y | +3.0% | +33.0% | -30.0% | +1.9% |
| 3Y | +109.1% | +250.0% | -140.9% | +103.4% |
| 5Y | +121.6% | +404.2% | -282.6% | +114.7% |
| 10Y | +212.2% | +1,865.8% | -1,653.6% | +210.6% |
| All | +212.2% | +1,915.1% | -1,702.9% | +210.6% |
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 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