+139.3%
GS vs PAAS
+71.7%
+67.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -3.2% | +8.4% | -11.6% | -4.4% |
| 30D | -2.4% | -7.2% | +4.8% | -1.4% |
| 3M | -15.7% | -14.0% | -1.7% | -14.2% |
| 6M | -6.8% | -26.8% | +20.0% | -3.2% |
| YTD | -0.1% | -19.8% | +19.7% | +1.6% |
| 1Y | +12.1% | +22.8% | -10.7% | +7.7% |
| 3Y | +185.8% | +183.6% | +2.1% | +139.8% |
| All | +139.3% | +71.7% | +67.6% | +107.4% |
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