+73.6%
PAAS vs GTLB
-64.3%
+137.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.1% |
| 7D | +8.8% | -9.6% | +18.4% | +10.0% |
| 30D | -8.5% | -14.5% | +6.0% | -7.0% |
| 3M | -17.0% | +20.9% | -37.9% | -19.0% |
| 6M | -27.9% | +81.4% | -109.3% | -33.0% |
| YTD | -17.5% | +25.6% | -43.0% | -20.5% |
| 1Y | +22.8% | +3.4% | +19.4% | +20.8% |
| 3Y | +224.2% | +8.9% | +215.3% | +207.6% |
| 5Y | +73.6% | -64.0% | +137.6% | +70.4% |
| All | +73.6% | -64.3% | +137.9% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling