-30.1%
GFS vs PSA
+26.3%
-56.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +7.4% | -1.4% | +8.8% | +8.0% |
| 30D | -15.3% | +15.2% | -30.4% | -20.3% |
| 3M | -21.1% | +2.2% | -23.3% | -22.1% |
| 6M | -44.5% | +11.7% | -56.1% | -47.9% |
| YTD | +19.2% | +32.0% | -12.8% | +3.0% |
| 1Y | +27.2% | +26.3% | +1.0% | +12.1% |
| 3Y | -20.1% | +52.4% | -72.5% | -38.7% |
| All | -30.1% | +26.3% | -56.4% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling