+411.1%
PWR vs GME
-49.3%
+460.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +11.3% | +2.9% | +8.4% | +11.1% |
| 30D | -8.9% | -4.8% | -4.1% | -8.6% |
| 3M | -10.5% | +39.2% | -49.7% | -12.2% |
| 6M | -22.2% | +17.1% | -39.2% | -23.0% |
| YTD | +42.7% | +28.7% | +14.0% | +40.2% |
| 1Y | +41.1% | +23.3% | +17.8% | +38.9% |
| 3Y | +242.7% | +112.9% | +129.8% | +184.3% |
| All | +411.1% | -49.3% | +460.4% | +379.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling