+196.2%
PAAS vs GPC
+74.9%
+121.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -8.9% | +0.4% | -9.4% | -9.0% |
| 30D | -11.4% | -6.3% | -5.1% | -10.0% |
| 3M | -20.4% | -8.2% | -12.3% | -18.8% |
| 6M | -40.7% | +27.1% | -67.8% | -44.4% |
| YTD | -26.9% | +3.1% | -30.1% | -28.3% |
| 1Y | -3.1% | +0.1% | -3.1% | -4.2% |
| 3Y | +199.3% | +0.2% | +199.0% | +187.5% |
| 5Y | +48.3% | +4.9% | +43.4% | +39.1% |
| All | +196.2% | +74.9% | +121.3% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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