-9.1%
GIS vs PAAS
-18.3%
+9.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.5% |
| 7D | -7.8% | -2.9% | -5.0% | -7.9% |
| 30D | +6.6% | +6.8% | -0.2% | +6.4% |
| 3M | +21.0% | -2.9% | +23.9% | +21.4% |
| 6M | -9.1% | -16.4% | +7.4% | -8.4% |
| All | -9.1% | -18.3% | +9.2% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling