+142.5%
GLD vs PSA
+13.6%
+129.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.5% | -3.7% | +3.1% | 0.0% |
| 30D | +4.4% | -7.7% | +12.1% | +5.5% |
| 3M | -1.1% | -0.6% | -0.5% | -1.2% |
| 6M | -13.8% | -0.9% | -12.9% | -13.9% |
| YTD | +2.6% | +18.7% | -16.0% | +0.3% |
| 1Y | +24.5% | +7.6% | +16.9% | +23.0% |
| 3Y | +125.8% | +23.7% | +102.2% | +118.2% |
| All | +142.5% | +13.6% | +129.0% | +130.6% |
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