+176.5%
PAAS vs GGLL
+206.6%
-30.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.1% |
| 7D | -5.2% | +2.9% | -8.1% | -5.7% |
| 30D | -13.9% | -33.1% | +19.2% | -8.6% |
| 3M | -23.8% | -31.2% | +7.4% | -19.6% |
| 6M | -36.4% | -49.4% | +12.9% | -30.1% |
| YTD | -23.4% | -26.8% | +3.5% | -22.0% |
| 1Y | +5.6% | -17.7% | +23.4% | +4.8% |
| 3Y | +209.7% | +160.4% | +49.3% | +136.9% |
| All | +176.5% | +206.6% | -30.1% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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