+1,932.7%
PWR vs GH
+467.1%
+1,465.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.3% |
| 7D | +4.2% | -2.5% | +6.7% | +4.5% |
| 30D | -4.0% | -4.7% | +0.6% | -3.5% |
| 3M | -4.8% | +20.2% | -25.0% | -7.4% |
| 6M | +14.6% | +78.8% | -64.1% | +5.0% |
| YTD | +54.2% | +54.1% | +0.2% | +43.7% |
| 1Y | +67.1% | +177.1% | -110.0% | +42.8% |
| 3Y | +218.5% | +371.6% | -153.2% | +143.1% |
| 5Y | +466.3% | +21.9% | +444.4% | +380.1% |
| All | +1,932.7% | +467.1% | +1,465.6% | +1,263.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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