+9.3%
GEHC vs PSA
+14.5%
-5.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.3% |
| 7D | -7.6% | -2.2% | -5.4% | -6.7% |
| 30D | -10.7% | -9.6% | -1.1% | -6.4% |
| 3M | -1.2% | -7.9% | +6.7% | +2.6% |
| 6M | -13.7% | -2.0% | -11.7% | -13.1% |
| YTD | -20.4% | +15.7% | -36.2% | -25.6% |
| 1Y | -17.0% | +5.8% | -22.8% | -19.4% |
| 3Y | +0.9% | +21.6% | -20.6% | -8.5% |
| All | +9.3% | +14.5% | -5.2% | +0.3% |
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