+1,710.5%
GS vs PAAS
+789.0%
+921.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -6.2% |
| 7D | -6.3% | -0.4% | -5.9% | -6.3% |
| 30D | -3.1% | -11.6% | +8.5% | -2.0% |
| 3M | -17.7% | -15.6% | -2.1% | -16.5% |
| 6M | -4.6% | -19.1% | +14.6% | -3.0% |
| YTD | +0.3% | -20.9% | +21.2% | +1.7% |
| 1Y | +11.7% | +21.3% | -9.6% | +8.8% |
| 3Y | +183.6% | +177.4% | +6.2% | +152.1% |
| 5Y | +141.0% | +71.3% | +69.6% | +119.9% |
| 10Y | +507.4% | +181.5% | +326.0% | +404.0% |
| All | +1,710.5% | +789.0% | +921.5% | +1,398.7% |
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