+488.8%
GS vs PWR
+1,719.1%
-1,230.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.3% | +5.9% | -1.0% |
| 7D | -6.3% | -19.9% | +13.5% | +2.2% |
| 30D | -3.1% | -29.3% | +26.1% | +11.2% |
| 3M | -17.7% | -25.5% | +7.8% | -8.1% |
| 6M | -4.6% | -34.0% | +29.5% | +11.2% |
| YTD | +0.3% | +20.7% | -20.4% | -13.2% |
| 1Y | +11.7% | +12.3% | -0.6% | -0.2% |
| 3Y | +183.6% | +201.9% | -18.3% | +46.8% |
| 5Y | +141.0% | +336.8% | -195.8% | -3.2% |
| All | +488.8% | +1,719.1% | -1,230.2% | -14.3% |
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