+202.7%
PAAS vs GME
+237.1%
-34.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | -0.1% | -1.4% | +1.3% | -0.1% |
| 3M | +8.2% | -15.1% | +23.4% | +8.6% |
| 6M | -13.8% | -22.5% | +8.7% | -13.4% |
| YTD | -0.6% | -5.9% | +5.3% | -0.6% |
| 1Y | +44.0% | -18.6% | +62.6% | +44.5% |
| 3Y | +246.6% | +6.7% | +239.9% | +240.6% |
| 5Y | +116.1% | -62.0% | +178.1% | +112.8% |
| 10Y | +202.7% | +239.5% | -36.7% | +221.2% |
| All | +202.7% | +237.1% | -34.4% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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