+260.8%
PAAS vs GGLL
+328.7%
-67.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.0% |
| 7D | -2.9% | -4.8% | +1.9% | -2.1% |
| 30D | +6.8% | -13.7% | +20.5% | +9.3% |
| 3M | -2.9% | -21.9% | +19.0% | +0.2% |
| 6M | -16.4% | +11.7% | -28.1% | -19.7% |
| YTD | 0.0% | +2.3% | -2.3% | -3.0% |
| 1Y | +54.3% | +76.2% | -21.8% | +35.1% |
| 3Y | +230.7% | +245.0% | -14.3% | +142.8% |
| All | +260.8% | +328.7% | -67.8% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling