+439.8%
PWR vs GTLB
-49.8%
+489.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +19.1% | -3.5% | +22.6% | +19.5% |
| 30D | -12.0% | -9.0% | -3.0% | -11.1% |
| 3M | -10.6% | +15.9% | -26.4% | -12.4% |
| 6M | -20.8% | +104.9% | -125.7% | -28.1% |
| YTD | +43.7% | +26.0% | +17.8% | +37.6% |
| 1Y | +35.0% | +1.8% | +33.2% | +32.8% |
| 3Y | +249.4% | +6.0% | +243.4% | +232.1% |
| 5Y | +422.1% | -62.2% | +484.3% | +420.8% |
| All | +439.8% | -49.8% | +489.7% | +425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling