+218.2%
GLD vs PSA
+98.4%
+119.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | +0.1% | -2.2% | +2.4% | +0.4% |
| 30D | +0.2% | -9.6% | +9.8% | +1.3% |
| 3M | +3.2% | -7.9% | +11.1% | +4.0% |
| 6M | -14.6% | -2.0% | -12.6% | -14.6% |
| YTD | +1.8% | +15.7% | -14.0% | +0.2% |
| 1Y | +20.7% | +5.8% | +15.0% | +19.8% |
| 3Y | +126.5% | +21.6% | +104.9% | +121.0% |
| 5Y | +140.0% | +13.1% | +126.9% | +134.4% |
| 10Y | +218.2% | +101.3% | +117.0% | +199.9% |
| All | +218.2% | +98.4% | +119.8% | +199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling