+437.1%
GS vs PWR
+1,857.9%
-1,420.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +5.1% | +19.1% | -13.9% | -2.7% |
| 30D | +2.4% | -12.0% | +14.4% | +6.8% |
| 3M | -11.5% | -10.6% | -0.9% | -9.0% |
| 6M | -2.5% | -20.8% | +18.3% | +4.8% |
| YTD | +5.5% | +43.7% | -38.3% | -15.5% |
| 1Y | +11.0% | +35.0% | -23.9% | -8.5% |
| 3Y | +200.1% | +249.4% | -49.3% | +46.5% |
| 5Y | +154.7% | +422.1% | -267.4% | -5.0% |
| All | +437.1% | +1,857.9% | -1,420.8% | -19.0% |
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