-16.4%
GFS vs PSA
+30.3%
-46.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.6% |
| 7D | -7.8% | +3.9% | -11.7% | -9.3% |
| 30D | -19.7% | +19.7% | -39.3% | -25.5% |
| 3M | -23.1% | +4.3% | -27.4% | -24.7% |
| 6M | -46.4% | +11.4% | -57.7% | -49.5% |
| YTD | +11.0% | +33.9% | -22.9% | -4.5% |
| 1Y | +12.6% | +28.3% | -15.6% | -1.2% |
| 3Y | -24.9% | +53.5% | -78.4% | -42.3% |
| 5Y | -39.1% | +30.6% | -69.7% | -49.7% |
| All | -16.4% | +30.3% | -46.7% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling