+37.3%
GEHC vs PSA
+30.9%
+6.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.3% | -2.1% | -0.2% | -1.3% |
| 30D | +19.0% | +15.6% | +3.5% | +11.4% |
| 3M | +13.3% | +4.1% | +9.2% | +11.2% |
| 6M | +31.5% | +9.2% | +22.3% | +26.2% |
| YTD | 0.0% | +32.3% | -32.3% | -12.1% |
| 1Y | +9.4% | +26.2% | -16.8% | -1.9% |
| 3Y | +18.3% | +53.7% | -35.3% | -2.0% |
| All | +37.3% | +30.9% | +6.4% | +18.4% |
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 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