+8,746.5%
PWR vs GFI
+1,292.1%
+7,454.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.3% |
| 7D | +4.2% | -4.9% | +9.0% | +4.7% |
| 30D | -4.0% | +10.7% | -14.8% | -5.2% |
| 3M | -4.8% | +25.6% | -30.4% | -7.4% |
| 6M | +14.6% | -8.3% | +22.9% | +14.8% |
| YTD | +54.2% | +6.3% | +47.9% | +51.6% |
| 1Y | +67.1% | +22.1% | +45.0% | +61.4% |
| 3Y | +218.5% | +289.2% | -70.7% | +167.2% |
| 5Y | +466.3% | +531.7% | -65.4% | +338.7% |
| 10Y | +2,520.4% | +1,043.8% | +1,476.6% | +1,632.5% |
| All | +8,746.5% | +1,292.1% | +7,454.3% | +5,193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling