-10.2%
GLD vs PWR
-34.1%
+23.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.3% | +13.1% | +1.6% |
| 7D | +1.9% | -19.9% | +21.7% | +3.2% |
| 30D | -1.8% | -29.3% | +27.5% | +0.9% |
| 3M | -3.6% | -25.5% | +21.8% | -1.7% |
| 6M | -10.2% | -34.0% | +23.8% | -7.7% |
| All | -10.2% | -34.1% | +23.9% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling