+620.7%
GEV vs PAAS
+279.9%
+340.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +3.3% | -2.9% | +6.2% | +3.9% |
| 30D | -7.5% | +6.8% | -14.3% | -9.2% |
| 3M | -2.2% | -2.9% | +0.7% | -2.3% |
| 6M | +12.1% | -16.4% | +28.5% | +14.9% |
| YTD | +44.4% | 0.0% | +44.4% | +40.9% |
| 1Y | +57.7% | +54.3% | +3.3% | +37.6% |
| All | +620.7% | +279.9% | +340.9% | +421.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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