+458.9%
GS vs PWR
+1,887.5%
-1,428.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.4% | 0.0% |
| 7D | -0.1% | +4.7% | -4.9% | -2.5% |
| 30D | +3.7% | -12.5% | +16.2% | +8.3% |
| 3M | -10.0% | -9.3% | -0.6% | -8.0% |
| 6M | -1.0% | -22.2% | +21.2% | +7.3% |
| YTD | +7.0% | +44.2% | -37.2% | -14.4% |
| 1Y | +16.6% | +35.5% | -18.9% | -4.1% |
| 3Y | +204.4% | +250.4% | -46.0% | +48.4% |
| 5Y | +160.0% | +425.6% | -265.6% | -3.4% |
| 10Y | +458.9% | +1,874.2% | -1,415.4% | -17.1% |
| All | +458.9% | +1,887.5% | -1,428.7% | -17.1% |
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