+32.4%
PWR vs GTLB
+6.1%
+26.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | 0.0% | -11.7% | -11.7% |
| 7D | -4.4% | -9.7% | +5.3% | -5.2% |
| 30D | -15.1% | +1.7% | -16.8% | -14.8% |
| 3M | -16.2% | +43.6% | -59.8% | -13.1% |
| 6M | -23.3% | +113.0% | -136.3% | -18.0% |
| YTD | +37.6% | +39.5% | -1.9% | +52.2% |
| 1Y | +32.4% | +12.6% | +19.8% | +52.0% |
| All | +32.4% | +6.1% | +26.3% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling