+1,269.9%
PAAS vs GFI
+622.6%
+647.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.5% |
| 7D | -2.9% | +3.1% | -6.0% | -4.6% |
| 30D | +6.8% | +27.1% | -20.3% | -6.4% |
| 3M | -2.9% | +21.2% | -24.1% | -12.8% |
| 6M | -16.4% | -4.5% | -11.9% | -14.5% |
| YTD | 0.0% | +11.7% | -11.7% | -5.7% |
| 1Y | +54.3% | +46.0% | +8.3% | +25.8% |
| 3Y | +230.7% | +309.6% | -78.9% | +48.9% |
| 5Y | +111.6% | +506.0% | -394.4% | -28.9% |
| 10Y | +211.7% | +1,009.2% | -797.5% | -32.6% |
| All | +1,269.9% | +622.6% | +647.3% | +188.2% |
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