+2,425.3%
PWR vs GPC
+83.6%
+2,341.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | -5.1% | +1.3% | -6.4% | -6.0% |
| 3M | -9.4% | +37.1% | -46.5% | -24.0% |
| 6M | +10.4% | +23.2% | -12.8% | -2.7% |
| YTD | +48.6% | +13.1% | +35.6% | +34.4% |
| 1Y | +68.0% | +0.9% | +67.2% | +61.0% |
| 3Y | +204.7% | -0.8% | +205.5% | +176.8% |
| 5Y | +451.9% | +31.1% | +420.8% | +315.6% |
| 10Y | +2,425.3% | +87.4% | +2,338.0% | +1,332.1% |
| All | +2,425.3% | +83.6% | +2,341.7% | +1,332.1% |
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