+2,064.0%
GS vs PAAS
+1,024.7%
+1,039.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +0.9% | -2.9% | +3.8% | +1.2% |
| 30D | -1.6% | +6.8% | -8.4% | -2.3% |
| 3M | -4.5% | -2.9% | -1.6% | -4.4% |
| 6M | +20.9% | -16.4% | +37.3% | +22.4% |
| YTD | +19.9% | 0.0% | +19.9% | +18.9% |
| 1Y | +41.4% | +54.3% | -12.9% | +34.4% |
| 3Y | +239.2% | +230.7% | +8.5% | +196.3% |
| 5Y | +185.0% | +111.6% | +73.4% | +154.9% |
| 10Y | +655.0% | +211.7% | +443.2% | +519.5% |
| All | +2,064.0% | +1,024.7% | +1,039.3% | +1,653.1% |
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