+1,826.8%
PWR vs GD
+190.6%
+1,636.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.7% |
| 7D | -12.9% | -5.0% | -7.9% | -9.6% |
| 30D | -22.8% | +8.9% | -31.8% | -26.8% |
| 3M | -19.0% | -8.0% | -11.0% | -14.5% |
| 6M | -31.1% | +2.9% | -34.0% | -32.9% |
| YTD | +28.2% | +7.1% | +21.2% | +20.5% |
| 1Y | +22.2% | +5.9% | +16.3% | +15.8% |
| 3Y | +222.1% | +53.9% | +168.3% | +130.1% |
| 5Y | +364.1% | +95.4% | +268.7% | +173.4% |
| All | +1,826.8% | +190.6% | +1,636.2% | +714.7% |
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