-36.4%
PAAS vs GFS
-42.9%
+6.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -2.7% |
| 7D | -5.2% | +6.2% | -11.4% | -6.7% |
| 30D | -13.9% | -11.4% | -2.6% | -11.6% |
| 3M | -23.8% | -15.5% | -8.3% | -21.2% |
| 6M | -36.4% | -42.6% | +6.2% | -30.3% |
| All | -36.4% | -42.9% | +6.5% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling