+93.8%
GD vs PSA
+30.3%
+63.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -5.0% | +3.9% | -8.9% | -6.1% |
| 30D | +8.9% | +19.7% | -10.7% | +3.0% |
| 3M | -8.0% | +4.3% | -12.3% | -9.3% |
| 6M | +2.9% | +11.4% | -8.5% | -0.7% |
| YTD | +7.1% | +33.9% | -26.9% | -2.6% |
| 1Y | +5.9% | +28.3% | -22.4% | -2.5% |
| 3Y | +53.9% | +53.5% | +0.4% | +30.9% |
| All | +93.8% | +30.3% | +63.5% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling