+437.1%
GS vs PSA
+133.1%
+304.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +5.1% | -2.1% | +7.2% | +5.9% |
| 30D | +2.4% | +15.6% | -13.2% | -2.3% |
| 3M | -11.5% | +4.1% | -15.6% | -12.7% |
| 6M | -2.5% | +9.2% | -11.7% | -5.8% |
| YTD | +5.5% | +32.3% | -26.8% | -4.7% |
| 1Y | +11.0% | +26.2% | -15.1% | +1.9% |
| 3Y | +200.1% | +53.7% | +146.4% | +152.2% |
| 5Y | +154.7% | +26.6% | +128.1% | +125.2% |
| All | +437.1% | +133.1% | +304.0% | +278.4% |
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