-2.7%
GFS vs PSA
+15.3%
-18.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | -0.4% | +3.1% | +2.8% |
| 30D | -16.4% | -8.2% | -8.2% | -13.5% |
| 3M | -41.6% | -2.1% | -39.4% | -41.8% |
| 6M | -3.7% | -0.2% | -3.5% | -5.1% |
| YTD | +29.3% | +18.5% | +10.8% | +17.3% |
| 1Y | +37.1% | +6.6% | +30.5% | +30.4% |
| 3Y | -22.1% | +24.5% | -46.6% | -34.0% |
| All | -2.7% | +15.3% | -18.0% | -14.0% |
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