+1,833.6%
GS vs PWR
+2,764.3%
-930.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -11.7% | +15.2% | +7.0% |
| 7D | +0.3% | -4.4% | +4.7% | +1.1% |
| 30D | +3.9% | -15.1% | +18.9% | +8.2% |
| 3M | -11.4% | -16.2% | +4.8% | -7.7% |
| 6M | +3.7% | -23.3% | +27.0% | +10.2% |
| YTD | +7.1% | +37.6% | -30.5% | -4.9% |
| 1Y | +19.7% | +32.4% | -12.7% | +7.3% |
| 3Y | +202.8% | +244.2% | -41.4% | +100.3% |
| 5Y | +156.7% | +416.2% | -259.5% | +47.8% |
| 10Y | +548.7% | +2,008.1% | -1,459.4% | +148.0% |
| All | +1,833.6% | +2,764.3% | -930.7% | +459.7% |
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