+228.0%
PAAS vs GH
+472.2%
-244.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.4% | +2.2% |
| 7D | +8.8% | -7.0% | +15.8% | +9.8% |
| 30D | -8.5% | -5.2% | -3.3% | -7.9% |
| 3M | -17.0% | -5.8% | -11.3% | -16.6% |
| 6M | -27.9% | +65.9% | -93.8% | -33.2% |
| YTD | -17.5% | +55.5% | -72.9% | -23.2% |
| 1Y | +22.8% | +64.2% | -41.3% | +13.4% |
| 3Y | +224.2% | +606.0% | -381.8% | +140.2% |
| 5Y | +73.6% | +47.3% | +26.4% | +44.1% |
| All | +228.0% | +472.2% | -244.2% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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