+16.0%
GS vs PAAS
-2.8%
+18.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +5.9% | -8.9% | +14.8% | +8.0% |
| 30D | +4.3% | -11.4% | +15.7% | +6.9% |
| 3M | -11.7% | -20.4% | +8.8% | -7.6% |
| 6M | -3.2% | -40.7% | +37.5% | +5.4% |
| YTD | +5.8% | -26.9% | +32.7% | +9.3% |
| 1Y | +16.0% | -3.1% | +19.1% | +13.5% |
| All | +16.0% | -2.8% | +18.8% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling