+233.0%
GM vs PAAS
+232.4%
+0.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +3.2% |
| 7D | -1.1% | -3.7% | +2.7% | -0.7% |
| 30D | -3.4% | -1.9% | -1.6% | -3.4% |
| 3M | +8.7% | +15.1% | -6.4% | +6.9% |
| 6M | +15.4% | -17.1% | +32.5% | +16.7% |
| YTD | +6.6% | -1.3% | +7.9% | +5.5% |
| 1Y | +51.5% | +41.1% | +10.4% | +43.9% |
| 3Y | +169.3% | +244.2% | -74.9% | +126.4% |
| 5Y | +81.6% | +120.8% | -39.3% | +56.7% |
| All | +233.0% | +232.4% | +0.6% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling