+436.1%
PWR vs GTLB
-49.4%
+485.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | +11.3% | -0.7% | +12.0% | +11.4% |
| 30D | -8.9% | -10.2% | +1.4% | -7.8% |
| 3M | -10.5% | +10.1% | -20.6% | -11.8% |
| 6M | -22.2% | +116.5% | -138.6% | -29.8% |
| YTD | +42.7% | +27.2% | +15.6% | +36.5% |
| 1Y | +41.1% | +8.6% | +32.6% | +37.7% |
| 3Y | +242.7% | +5.6% | +237.2% | +225.9% |
| 5Y | +418.5% | -61.8% | +480.3% | +416.7% |
| All | +436.1% | -49.4% | +485.5% | +421.6% |
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