+2,393.1%
PWR vs GME
+271.8%
+2,121.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.4% |
| 7D | -0.2% | +6.0% | -6.2% | -0.4% |
| 30D | -7.7% | +8.3% | -16.1% | -8.0% |
| 3M | -4.9% | -9.1% | +4.1% | -4.7% |
| 6M | +9.7% | -16.3% | +26.1% | +10.2% |
| YTD | +46.7% | +1.5% | +45.1% | +46.3% |
| 1Y | +58.7% | -16.3% | +75.0% | +59.3% |
| 3Y | +200.7% | +15.1% | +185.6% | +186.1% |
| 5Y | +438.6% | -57.2% | +495.7% | +418.0% |
| All | +2,393.1% | +271.8% | +2,121.3% | +1,520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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