+2,521.4%
PWR vs GIS
-19.5%
+2,541.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.5% | +5.1% |
| 7D | +4.2% | -6.4% | +10.6% | +4.2% |
| 30D | -4.0% | -6.1% | +2.1% | -4.0% |
| 3M | -4.8% | +7.8% | -12.6% | -5.4% |
| 6M | +14.6% | -8.8% | +23.4% | +15.0% |
| YTD | +54.2% | -19.1% | +73.4% | +55.7% |
| 1Y | +67.1% | -24.8% | +91.9% | +69.6% |
| 3Y | +218.5% | -37.6% | +256.0% | +226.0% |
| 5Y | +466.3% | -25.4% | +491.7% | +451.0% |
| All | +2,521.4% | -19.5% | +2,541.0% | +2,538.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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