+650.5%
GIS vs PAAS
+971.0%
-320.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.6% |
| 7D | +3.6% | +8.4% | -4.8% | +3.4% |
| 30D | +13.9% | -7.2% | +21.1% | +14.0% |
| 3M | +0.3% | -14.0% | +14.3% | +0.5% |
| 6M | +5.0% | -26.8% | +31.7% | +5.4% |
| YTD | -18.4% | -19.8% | +1.4% | -18.3% |
| 1Y | -17.4% | +22.8% | -40.3% | -18.0% |
| 3Y | -36.9% | +183.6% | -220.6% | -38.6% |
| 5Y | -30.4% | +73.8% | -104.2% | -31.9% |
| 10Y | -13.6% | +185.6% | -199.2% | -16.9% |
| All | +650.5% | +971.0% | -320.6% | +657.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling