+219.3%
GLDM vs PAAS
+169.5%
+49.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | +1.8% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | -1.9% | -8.5% | +6.6% | 0.0% |
| 3M | -0.4% | -7.3% | +6.9% | +1.0% |
| 6M | -10.1% | -18.3% | +8.2% | -6.7% |
| YTD | -5.8% | -19.2% | +13.3% | -2.3% |
| 1Y | +3.1% | +26.1% | -23.0% | -2.4% |
| 3Y | +103.4% | +183.6% | -80.2% | +59.7% |
| 5Y | +125.5% | +81.2% | +44.4% | +86.8% |
| All | +219.3% | +169.5% | +49.8% | +131.7% |
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