+205.6%
GLD vs PSA
+133.1%
+72.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -5.5% | -2.1% | -3.4% | -5.3% |
| 30D | -7.0% | +15.6% | -22.6% | -8.5% |
| 3M | -12.4% | +4.1% | -16.4% | -12.8% |
| 6M | -18.0% | +9.2% | -27.2% | -18.9% |
| YTD | -10.5% | +32.3% | -42.8% | -13.2% |
| 1Y | -8.1% | +26.2% | -34.2% | -10.5% |
| 3Y | +97.7% | +53.7% | +44.0% | +88.4% |
| 5Y | +103.4% | +26.6% | +76.9% | +96.0% |
| All | +205.6% | +133.1% | +72.5% | +181.4% |
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