-33.8%
GIS vs PSA
+26.3%
-60.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -3.4% | -1.4% | -1.9% | -2.9% |
| 30D | +6.9% | +15.2% | -8.3% | +2.3% |
| 3M | -10.1% | +2.2% | -12.3% | -10.8% |
| 6M | +5.9% | +11.7% | -5.8% | +2.4% |
| YTD | -21.1% | +32.0% | -53.1% | -27.3% |
| 1Y | -22.5% | +26.3% | -48.8% | -27.7% |
| 3Y | -39.0% | +52.4% | -91.3% | -45.2% |
| All | -33.8% | +26.3% | -60.1% | -40.6% |
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 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