+1,796.7%
PWR vs GD
+180.8%
+1,615.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.4% |
| 7D | -11.2% | -1.9% | -9.4% | -9.8% |
| 30D | -17.4% | +10.9% | -28.3% | -22.5% |
| 3M | -11.7% | -6.8% | -5.0% | -7.7% |
| 6M | -21.7% | +7.0% | -28.7% | -25.6% |
| YTD | +38.3% | +11.1% | +27.2% | +27.0% |
| 1Y | +29.6% | +7.0% | +22.5% | +22.2% |
| 3Y | +236.1% | +59.9% | +176.2% | +134.7% |
| 5Y | +406.3% | +102.5% | +303.9% | +192.4% |
| 10Y | +1,796.7% | +174.0% | +1,622.7% | +820.4% |
| All | +1,796.7% | +180.8% | +1,615.9% | +820.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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