-3.1%
PAAS vs GFS
+22.9%
-26.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | -8.9% | +7.4% | -16.3% | -10.4% |
| 30D | -11.4% | -15.3% | +3.9% | -8.4% |
| 3M | -20.4% | -21.1% | +0.7% | -16.9% |
| 6M | -40.7% | -44.5% | +3.8% | -33.9% |
| YTD | -26.9% | +19.2% | -46.2% | -31.5% |
| 1Y | -3.1% | +27.2% | -30.3% | -10.2% |
| All | -3.1% | +22.9% | -26.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling