-19.4%
GFS vs PSA
+23.9%
-43.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +1.0% | -3.7% | +4.7% | +2.2% |
| 30D | -8.6% | -7.7% | -0.9% | -6.2% |
| 3M | -46.5% | -0.6% | -45.9% | -47.2% |
| 6M | -4.8% | -0.9% | -3.9% | -6.2% |
| YTD | +29.7% | +18.7% | +11.0% | +18.2% |
| 1Y | +35.8% | +7.6% | +28.2% | +28.7% |
| All | -19.4% | +23.9% | -43.3% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling