+164.9%
GD vs PSA
+133.1%
+31.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +1.9% | -2.1% | +4.0% | +2.7% |
| 30D | +9.2% | +15.6% | -6.4% | +3.7% |
| 3M | -7.5% | +4.1% | -11.5% | -8.9% |
| 6M | +5.8% | +9.2% | -3.4% | +2.2% |
| YTD | +9.8% | +32.3% | -22.5% | -1.4% |
| 1Y | +5.8% | +26.2% | -20.4% | -3.4% |
| 3Y | +58.0% | +53.7% | +4.4% | +31.1% |
| 5Y | +100.4% | +26.6% | +73.9% | +76.2% |
| All | +164.9% | +133.1% | +31.8% | +79.3% |
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