+183.6%
PAAS vs GFS
-27.1%
+210.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.8% | +0.3% |
| 7D | +8.4% | -7.8% | +16.2% | +9.8% |
| 30D | -7.2% | -19.7% | +12.5% | -3.5% |
| 3M | -14.0% | -23.1% | +9.1% | -10.1% |
| 6M | -26.8% | -46.4% | +19.6% | -18.8% |
| YTD | -19.8% | +11.0% | -30.8% | -22.8% |
| 1Y | +22.8% | +12.6% | +10.2% | +17.8% |
| 3Y | +183.6% | -24.9% | +208.6% | +190.7% |
| All | +183.6% | -27.1% | +210.8% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling