+439.4%
PWR vs GFS
0.0%
+439.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +3.0% | +4.5% |
| 7D | +4.2% | +3.8% | +0.3% | +3.1% |
| 30D | -4.0% | -11.7% | +7.7% | -0.7% |
| 3M | -4.8% | -41.8% | +37.0% | +9.8% |
| 6M | +14.6% | +6.6% | +8.0% | +11.7% |
| YTD | +54.2% | +34.6% | +19.6% | +40.2% |
| 1Y | +67.1% | +46.2% | +21.0% | +48.6% |
| 3Y | +218.5% | -20.3% | +238.8% | +216.3% |
| All | +439.4% | 0.0% | +439.4% | +415.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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