+113.3%
PAAS vs GFS
-3.9%
+117.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.0% | +2.6% | -0.6% | +1.5% |
| 30D | -0.1% | -16.4% | +16.3% | +2.9% |
| 3M | +8.2% | -41.6% | +49.8% | +17.7% |
| 6M | -13.8% | -3.7% | -10.1% | -14.3% |
| YTD | -0.6% | +29.3% | -29.9% | -6.4% |
| 1Y | +44.0% | +37.1% | +6.9% | +34.1% |
| 3Y | +246.6% | -22.1% | +268.7% | +243.8% |
| All | +113.3% | -3.9% | +117.2% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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