+7.6%
GD vs PSA
+26.5%
-18.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | +8.6% | +15.2% | -6.6% | +3.6% |
| 3M | -7.1% | +2.2% | -9.3% | -8.1% |
| 6M | +7.5% | +11.7% | -4.2% | +3.1% |
| YTD | +9.9% | +32.0% | -22.1% | -2.3% |
| 1Y | +7.6% | +26.3% | -18.7% | -2.9% |
| All | +7.6% | +26.5% | -18.9% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling