+19,778.3%
GD vs PSA
+16,171.7%
+3,606.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.2% |
| 7D | -3.9% | +7.4% | -11.3% | -5.6% |
| 30D | +8.1% | +19.1% | -11.0% | +3.4% |
| 3M | -6.8% | +5.1% | -11.9% | -8.0% |
| 6M | +3.0% | +16.2% | -13.2% | -1.0% |
| YTD | +7.8% | +35.2% | -27.4% | -0.4% |
| 1Y | +5.8% | +27.1% | -21.3% | -0.8% |
| 3Y | +55.3% | +51.7% | +3.6% | +37.9% |
| 5Y | +96.7% | +31.8% | +64.9% | +79.4% |
| 10Y | +195.4% | +148.0% | +47.4% | +128.4% |
| All | +19,778.3% | +16,171.7% | +3,606.6% | +8,497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling