+469.0%
PWR vs GTLB
-50.0%
+519.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.7% | +2.9% |
| 7D | +4.5% | +4.6% | 0.0% | +3.9% |
| 30D | -4.9% | +21.0% | -25.9% | -7.2% |
| 3M | -7.9% | +51.7% | -59.6% | -12.7% |
| 6M | +18.3% | +89.3% | -70.9% | +8.1% |
| YTD | +51.5% | +25.6% | +25.9% | +45.3% |
| 1Y | +70.3% | -1.5% | +71.9% | +68.2% |
| 3Y | +210.6% | -9.9% | +220.5% | +201.1% |
| All | +469.0% | -50.0% | +519.0% | +455.2% |
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