+243.0%
GS vs PWR
+195.8%
+47.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +0.9% | +3.6% | -2.7% | -0.2% |
| 30D | -1.6% | -8.6% | +7.0% | +1.1% |
| 3M | -4.5% | -13.2% | +8.7% | -0.8% |
| 6M | +20.9% | +9.9% | +11.0% | +15.2% |
| YTD | +19.9% | +48.0% | -28.1% | +3.0% |
| 1Y | +41.4% | +66.2% | -24.8% | +16.4% |
| All | +243.0% | +195.8% | +47.2% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling