+246.5%
GM vs PAAS
+81.6%
+164.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.1% |
| 7D | +1.9% | -2.9% | +4.8% | +2.2% |
| 30D | -1.4% | +6.8% | -8.2% | -2.2% |
| 3M | +5.9% | -2.9% | +8.8% | +5.9% |
| 6M | +12.4% | -16.4% | +28.8% | +13.8% |
| YTD | +8.6% | 0.0% | +8.6% | +7.3% |
| 1Y | +52.6% | +54.3% | -1.7% | +42.8% |
| 3Y | +169.7% | +230.7% | -61.0% | +125.2% |
| 5Y | +87.5% | +111.6% | -24.1% | +61.5% |
| 10Y | +233.0% | +211.7% | +21.2% | +158.3% |
| All | +246.5% | +81.6% | +164.9% | +184.1% |
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