+1,874.2%
PWR vs GD
+174.7%
+1,699.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +4.7% | +0.6% | +4.1% | +4.5% |
| 30D | -12.5% | +9.5% | -22.0% | -17.2% |
| 3M | -9.3% | -5.8% | -3.5% | -5.7% |
| 6M | -22.2% | +7.7% | -29.9% | -26.4% |
| YTD | +44.2% | +11.1% | +33.1% | +32.5% |
| 1Y | +35.5% | +6.1% | +29.4% | +28.6% |
| 3Y | +250.4% | +59.8% | +190.6% | +144.7% |
| 5Y | +425.6% | +104.6% | +321.0% | +201.1% |
| 10Y | +1,874.2% | +170.6% | +1,703.7% | +852.7% |
| All | +1,874.2% | +174.7% | +1,699.5% | +852.7% |
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