+199.3%
PAAS vs GME
+106.8%
+92.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -8.9% | +2.9% | -11.8% | -9.1% |
| 30D | -11.4% | -4.8% | -6.6% | -11.2% |
| 3M | -20.4% | +39.2% | -59.6% | -21.9% |
| 6M | -40.7% | +17.1% | -57.8% | -41.3% |
| YTD | -26.9% | +28.7% | -55.7% | -28.1% |
| 1Y | -3.1% | +23.3% | -26.4% | -4.4% |
| 3Y | +199.3% | +112.9% | +86.3% | +175.1% |
| All | +199.3% | +106.8% | +92.5% | +175.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling