-25.2%
GIS vs PSA
+13.0%
-38.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -8.4% | -3.6% | -4.8% | -7.4% |
| 30D | -5.2% | -9.4% | +4.2% | -2.3% |
| 3M | +8.2% | -8.2% | +16.4% | +11.1% |
| 6M | -12.0% | -1.8% | -10.2% | -11.4% |
| YTD | -18.9% | +15.7% | -34.6% | -22.1% |
| 1Y | -23.6% | +6.3% | -29.9% | -24.9% |
| 3Y | -37.6% | +21.6% | -59.2% | -40.5% |
| 5Y | -25.2% | +13.5% | -38.7% | -28.0% |
| All | -25.2% | +13.0% | -38.2% | -28.0% |
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