+212.2%
GLD vs PSA
+140.2%
+72.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +4.9% | +1.5% | +3.5% | +4.8% |
| 30D | -1.3% | +16.7% | -18.0% | -3.0% |
| 3M | -4.8% | +4.0% | -8.8% | -5.2% |
| 6M | -12.5% | +10.9% | -23.4% | -13.6% |
| YTD | -4.2% | +34.2% | -38.5% | -7.3% |
| 1Y | +3.0% | +26.6% | -23.6% | +0.3% |
| 3Y | +109.1% | +54.7% | +54.4% | +99.1% |
| 5Y | +121.6% | +30.0% | +91.5% | +112.9% |
| 10Y | +212.2% | +132.7% | +79.6% | +186.6% |
| All | +212.2% | +140.2% | +72.0% | +186.6% |
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 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