+452.7%
GS vs PSA
+139.7%
+313.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.2% | +3.9% | -7.1% | -4.4% |
| 30D | -2.4% | +19.7% | -22.1% | -8.0% |
| 3M | -15.7% | +4.3% | -20.0% | -17.0% |
| 6M | -6.8% | +11.4% | -18.1% | -10.5% |
| YTD | -0.1% | +33.9% | -34.0% | -10.0% |
| 1Y | +12.1% | +28.3% | -16.2% | +2.3% |
| 3Y | +185.8% | +53.5% | +132.3% | +140.4% |
| 5Y | +140.1% | +30.6% | +109.5% | +110.1% |
| All | +452.7% | +139.7% | +313.0% | +290.2% |
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