+1,831.6%
PWR vs GME
+475.1%
+1,356.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +11.3% | +2.9% | +8.4% | +11.2% |
| 30D | -8.9% | -4.8% | -4.1% | -8.7% |
| 3M | -10.5% | +39.2% | -49.7% | -11.5% |
| 6M | -22.2% | +17.1% | -39.2% | -22.6% |
| YTD | +42.7% | +28.7% | +14.0% | +41.3% |
| 1Y | +41.1% | +23.3% | +17.8% | +39.8% |
| 3Y | +242.7% | +112.9% | +129.8% | +219.4% |
| 5Y | +418.5% | -48.8% | +467.4% | +395.9% |
| All | +1,831.6% | +475.1% | +1,356.5% | +1,075.0% |
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