+124.3%
GLDM vs PSA
+27.2%
+97.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.9% | +7.4% | -5.5% | +0.9% |
| 30D | -1.7% | +19.1% | -20.8% | -4.0% |
| 3M | -3.5% | +5.1% | -8.6% | -4.3% |
| 6M | -10.1% | +16.2% | -26.2% | -12.1% |
| YTD | -5.0% | +35.2% | -40.2% | -8.9% |
| 1Y | +2.8% | +27.1% | -24.4% | -0.7% |
| 3Y | +105.1% | +51.7% | +53.4% | +93.2% |
| 5Y | +124.3% | +31.8% | +92.5% | +110.3% |
| All | +124.3% | +27.2% | +97.1% | +110.3% |
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