+450.9%
PWR vs GTLB
-49.8%
+500.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -0.2% | -4.1% | +3.9% | +0.2% |
| 30D | -7.7% | +12.3% | -20.1% | -9.2% |
| 3M | -4.9% | +65.9% | -70.8% | -10.9% |
| 6M | +9.7% | +104.0% | -94.2% | -0.8% |
| YTD | +46.7% | +26.0% | +20.7% | +40.6% |
| 1Y | +58.7% | -3.5% | +62.2% | +57.2% |
| 3Y | +200.7% | -9.6% | +210.4% | +191.4% |
| All | +450.9% | -49.8% | +500.7% | +437.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling