+458.3%
PWR vs GTLB
-50.8%
+509.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.7% |
| 7D | +2.7% | -6.6% | +9.2% | +3.4% |
| 30D | -5.1% | +13.7% | -18.9% | -6.7% |
| 3M | -9.4% | +52.9% | -62.3% | -14.2% |
| 6M | +10.4% | +88.5% | -78.1% | +0.9% |
| YTD | +48.6% | +23.4% | +25.2% | +42.8% |
| 1Y | +68.0% | -3.8% | +71.8% | +66.4% |
| 3Y | +204.7% | -11.5% | +216.2% | +196.0% |
| All | +458.3% | -50.8% | +509.1% | +445.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling