+816.6%
GLD vs PWR
+8,191.6%
-7,375.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.5% | +3.6% | -4.1% | -0.6% |
| 30D | +4.4% | -8.6% | +13.0% | +4.7% |
| 3M | -1.1% | -13.2% | +12.1% | -0.7% |
| 6M | -13.8% | +9.9% | -23.7% | -14.2% |
| YTD | +2.6% | +48.0% | -45.4% | +1.2% |
| 1Y | +24.5% | +66.2% | -41.7% | +22.3% |
| 3Y | +125.8% | +195.1% | -69.3% | +117.3% |
| 5Y | +137.8% | +442.6% | -304.8% | +124.2% |
| 10Y | +221.4% | +2,334.2% | -2,112.9% | +187.8% |
| All | +816.6% | +8,191.6% | -7,375.1% | +646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling