+2,521.4%
PWR vs GFI
+1,066.8%
+1,454.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.2% |
| 7D | +4.2% | -4.9% | +9.0% | +4.5% |
| 30D | -4.0% | +10.7% | -14.8% | -4.7% |
| 3M | -4.8% | +25.6% | -30.4% | -6.2% |
| 6M | +14.6% | -8.3% | +22.9% | +14.5% |
| YTD | +54.2% | +6.3% | +47.9% | +53.0% |
| 1Y | +67.1% | +22.1% | +45.0% | +64.7% |
| 3Y | +218.5% | +289.2% | -70.7% | +199.9% |
| 5Y | +466.3% | +531.7% | -65.4% | +422.4% |
| All | +2,521.4% | +1,066.8% | +1,454.6% | +2,558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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