+44.0%
PAAS vs GTLB
+2.8%
+41.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.4% |
| 7D | +2.0% | +4.6% | -2.6% | +1.7% |
| 30D | -0.1% | +21.0% | -21.1% | -1.1% |
| 3M | +8.2% | +51.7% | -43.5% | +6.1% |
| 6M | -13.8% | +89.3% | -103.1% | -15.9% |
| YTD | -0.6% | +25.6% | -26.3% | +3.6% |
| 1Y | +44.0% | -1.5% | +45.5% | +57.0% |
| All | +44.0% | +2.8% | +41.2% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling