+746.1%
GLD vs PAAS
+187.7%
+558.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +1.9% | -0.4% | +2.3% | +1.9% |
| 30D | -1.8% | -11.6% | +9.9% | +1.0% |
| 3M | -3.6% | -15.6% | +12.0% | -0.1% |
| 6M | -10.2% | -19.1% | +8.9% | -6.5% |
| YTD | -5.3% | -20.9% | +15.7% | -1.1% |
| 1Y | +2.5% | +21.3% | -18.8% | -3.5% |
| 3Y | +103.2% | +177.4% | -74.2% | +52.6% |
| 5Y | +121.1% | +71.3% | +49.7% | +78.5% |
| 10Y | +201.9% | +181.5% | +20.4% | +90.5% |
| All | +746.1% | +187.7% | +558.4% | +302.1% |
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