+185.7%
GS vs PAAS
+113.1%
+72.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | +0.9% | -2.9% | +3.8% | +1.4% |
| 30D | -1.6% | +6.8% | -8.4% | -2.7% |
| 3M | -4.5% | -2.9% | -1.6% | -4.5% |
| 6M | +20.9% | -16.4% | +37.3% | +22.7% |
| YTD | +19.9% | 0.0% | +19.9% | +18.2% |
| 1Y | +41.4% | +54.3% | -12.9% | +31.3% |
| 3Y | +239.2% | +230.7% | +8.5% | +178.5% |
| All | +185.7% | +113.1% | +72.7% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling