-12.3%
GFS vs PSA
+30.6%
-42.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | -3.1% | +1.5% | -4.6% | -3.7% |
| 30D | -16.0% | +16.7% | -32.7% | -21.3% |
| 3M | -24.7% | +4.0% | -28.7% | -26.1% |
| 6M | -45.1% | +10.9% | -56.0% | -48.2% |
| YTD | +16.5% | +34.2% | -17.8% | +0.1% |
| 1Y | +19.3% | +26.6% | -7.3% | +5.3% |
| 3Y | -20.0% | +54.7% | -74.7% | -38.7% |
| 5Y | -32.0% | +30.0% | -62.1% | -43.7% |
| All | -12.3% | +30.6% | -42.9% | -26.5% |
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