+120.4%
PAAS vs GTLB
-47.1%
+167.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.5% |
| 7D | -2.9% | +11.1% | -13.9% | -4.0% |
| 30D | +6.8% | +37.8% | -31.0% | +3.0% |
| 3M | -2.9% | +61.6% | -64.5% | -8.1% |
| 6M | -16.4% | +98.9% | -115.4% | -23.2% |
| YTD | 0.0% | +32.8% | -32.7% | -4.0% |
| 1Y | +54.3% | +14.7% | +39.7% | +50.1% |
| 3Y | +230.7% | +1.3% | +229.3% | +216.2% |
| All | +120.4% | -47.1% | +167.5% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling