+177.4%
GD vs PSA
+140.2%
+37.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -3.0% | +1.5% | -4.5% | -3.6% |
| 30D | +9.3% | +16.7% | -7.4% | +3.4% |
| 3M | -7.2% | +4.0% | -11.2% | -8.6% |
| 6M | +5.5% | +10.9% | -5.4% | +1.3% |
| YTD | +9.5% | +34.2% | -24.7% | -2.1% |
| 1Y | +6.4% | +26.6% | -20.2% | -2.9% |
| 3Y | +59.8% | +54.7% | +5.1% | +32.4% |
| 5Y | +98.0% | +30.0% | +67.9% | +72.3% |
| 10Y | +177.4% | +132.7% | +44.7% | +87.8% |
| All | +177.4% | +140.2% | +37.2% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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