-16.4%
GIS vs PAAS
+168.2%
-184.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.7% |
| 7D | +1.5% | +4.2% | -2.7% | +1.4% |
| 30D | +9.2% | -13.8% | +23.0% | +9.4% |
| 3M | -5.4% | -22.7% | +17.4% | -5.0% |
| 6M | +3.4% | -32.1% | +35.5% | +4.1% |
| YTD | -20.5% | -22.3% | +1.8% | -20.3% |
| 1Y | -20.0% | +7.7% | -27.6% | -20.4% |
| 3Y | -38.6% | +214.0% | -252.6% | -41.2% |
| 5Y | -33.1% | +63.2% | -96.3% | -35.0% |
| 10Y | -16.4% | +185.5% | -201.9% | -20.7% |
| All | -16.4% | +168.2% | -184.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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