-24.9%
GFS vs PSA
+50.8%
-75.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.5% |
| 7D | -7.8% | +3.9% | -11.7% | -8.8% |
| 30D | -19.7% | +19.7% | -39.3% | -24.0% |
| 3M | -23.1% | +4.3% | -27.4% | -24.1% |
| 6M | -46.4% | +11.4% | -57.7% | -48.8% |
| YTD | +11.0% | +33.9% | -22.9% | -2.2% |
| 1Y | +12.6% | +28.3% | -15.6% | +0.9% |
| 3Y | -24.9% | +53.5% | -78.4% | -46.6% |
| All | -24.9% | +50.8% | -75.7% | -46.6% |
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