+114.7%
PAAS vs GFS
-3.7%
+118.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.7% |
| 7D | -2.9% | +1.0% | -3.9% | -3.1% |
| 30D | +6.8% | -8.6% | +15.4% | +8.3% |
| 3M | -2.9% | -46.5% | +43.7% | +7.3% |
| 6M | -16.4% | -4.8% | -11.6% | -16.8% |
| YTD | 0.0% | +29.7% | -29.6% | -5.8% |
| 1Y | +54.3% | +35.8% | +18.5% | +43.9% |
| 3Y | +230.7% | -18.3% | +249.0% | +225.5% |
| All | +114.7% | -3.7% | +118.4% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling