+900.6%
PAAS vs GFI
+457.5%
+443.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.9% | -8.7% | -0.2% | -4.2% |
| 30D | -11.4% | +0.6% | -12.0% | -11.6% |
| 3M | -20.4% | -7.5% | -13.0% | -17.2% |
| 6M | -40.7% | -18.3% | -22.4% | -34.0% |
| YTD | -26.9% | -13.8% | -13.1% | -20.7% |
| 1Y | -3.1% | -8.8% | +5.8% | +2.4% |
| 3Y | +199.3% | +215.8% | -16.6% | +55.6% |
| 5Y | +48.3% | +301.2% | -252.9% | -37.6% |
| 10Y | +197.6% | +1,284.4% | -1,086.8% | -42.4% |
| All | +900.6% | +457.5% | +443.1% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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