+1,831.6%
PWR vs GPC
+74.9%
+1,756.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +11.3% | +0.4% | +10.9% | +11.1% |
| 30D | -8.9% | -6.3% | -2.6% | -6.3% |
| 3M | -10.5% | -8.2% | -2.3% | -7.6% |
| 6M | -22.2% | +27.1% | -49.3% | -32.9% |
| YTD | +42.7% | +3.1% | +39.6% | +34.1% |
| 1Y | +41.1% | +0.1% | +41.1% | +34.6% |
| 3Y | +242.7% | +0.2% | +242.5% | +204.5% |
| 5Y | +418.5% | +4.9% | +413.7% | +341.2% |
| All | +1,831.6% | +74.9% | +1,756.7% | +1,044.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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