+211.8%
GLD vs PSA
+133.3%
+78.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.7% |
| 30D | -4.4% | +16.2% | -20.7% | -6.0% |
| 3M | -8.9% | +4.3% | -13.3% | -9.4% |
| 6M | -16.0% | +9.9% | -25.9% | -17.0% |
| YTD | -7.9% | +33.3% | -41.1% | -10.7% |
| 1Y | -3.9% | +25.8% | -29.7% | -6.4% |
| 3Y | +103.4% | +54.8% | +48.7% | +93.8% |
| 5Y | +109.7% | +27.5% | +82.2% | +101.9% |
| 10Y | +211.8% | +134.5% | +77.3% | +186.8% |
| All | +211.8% | +133.3% | +78.5% | +186.8% |
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