+202.7%
PAAS vs GAP
+34.2%
+168.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +2.0% | +1.7% | +0.3% | +1.9% |
| 30D | -0.1% | +9.3% | -9.4% | -0.9% |
| 3M | +8.2% | +6.1% | +2.1% | +7.6% |
| 6M | -13.8% | -2.3% | -11.5% | -14.0% |
| YTD | -0.6% | -10.6% | +10.0% | -0.4% |
| 1Y | +44.0% | -4.4% | +48.4% | +43.5% |
| 3Y | +246.6% | +118.3% | +128.3% | +219.0% |
| 5Y | +116.1% | +12.2% | +103.9% | +103.0% |
| 10Y | +202.7% | +33.7% | +169.0% | +143.9% |
| All | +202.7% | +34.2% | +168.6% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling