+248.5%
GLDM vs PAAS
+233.5%
+15.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -0.5% | -2.9% | +2.4% | +0.1% |
| 30D | +4.4% | +6.8% | -2.4% | +2.7% |
| 3M | -1.1% | -2.9% | +1.8% | -0.8% |
| 6M | -13.7% | -16.4% | +2.8% | -11.1% |
| YTD | +2.8% | 0.0% | +2.7% | +1.9% |
| 1Y | +24.8% | +54.3% | -29.5% | +13.0% |
| 3Y | +127.8% | +230.7% | -102.9% | +72.4% |
| 5Y | +141.1% | +111.6% | +29.5% | +92.6% |
| All | +248.5% | +233.5% | +15.0% | +141.5% |
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