-7.3%
GFS vs PSA
+29.6%
-36.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.5% | +5.5% |
| 7D | +6.2% | -2.1% | +8.3% | +7.1% |
| 30D | -11.4% | +16.2% | -27.6% | -16.8% |
| 3M | -15.5% | +4.3% | -19.8% | -17.2% |
| 6M | -42.6% | +9.9% | -52.5% | -45.7% |
| YTD | +23.2% | +33.3% | -10.1% | +6.2% |
| 1Y | +23.6% | +25.8% | -2.2% | +9.4% |
| 3Y | -17.2% | +54.8% | -72.0% | -36.7% |
| 5Y | -23.4% | +27.5% | -51.0% | -35.9% |
| All | -7.3% | +29.6% | -36.9% | -22.1% |
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