+188.7%
GD vs PSA
+99.0%
+89.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -5.3% | -3.7% | -1.6% | -4.0% |
| 30D | -6.4% | -7.7% | +1.3% | -3.8% |
| 3M | +5.7% | -0.6% | +6.3% | +5.7% |
| 6M | -0.9% | -0.9% | 0.0% | -1.1% |
| YTD | +8.2% | +18.7% | -10.5% | +1.2% |
| 1Y | +13.4% | +7.6% | +5.8% | +9.6% |
| 3Y | +68.5% | +23.7% | +44.8% | +51.8% |
| 5Y | +97.2% | +13.7% | +83.5% | +80.1% |
| All | +188.7% | +99.0% | +89.7% | +106.2% |
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