+113.3%
GLD vs PWR
+400.1%
-286.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | +2.8% | -11.2% | +14.1% | +3.5% |
| 30D | -4.0% | -17.4% | +13.4% | -2.9% |
| 3M | -8.2% | -11.7% | +3.5% | -7.8% |
| 6M | -14.8% | -21.7% | +6.9% | -13.9% |
| YTD | -6.8% | +38.3% | -45.1% | -8.9% |
| 1Y | -2.4% | +29.6% | -32.0% | -4.3% |
| 3Y | +105.8% | +236.1% | -130.4% | +93.1% |
| 5Y | +113.3% | +406.3% | -293.0% | +97.4% |
| All | +113.3% | +400.1% | -286.8% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling