+117.5%
PAAS vs GTLB
-49.8%
+167.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.3% | -4.5% |
| 7D | -3.7% | -4.1% | +0.4% | -3.3% |
| 30D | -1.9% | +12.3% | -14.2% | -3.2% |
| 3M | +15.1% | +65.9% | -50.8% | +8.6% |
| 6M | -17.1% | +104.0% | -121.1% | -24.1% |
| YTD | -1.3% | +26.0% | -27.4% | -4.8% |
| 1Y | +41.1% | -3.5% | +44.6% | +39.8% |
| 3Y | +244.2% | -9.6% | +253.8% | +233.1% |
| All | +117.5% | -49.8% | +167.3% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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