+652.8%
GS vs PSA
+101.1%
+551.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.9% | -3.7% | +4.6% | +2.1% |
| 30D | -1.6% | -7.7% | +6.2% | +0.9% |
| 3M | -4.5% | -0.6% | -3.9% | -4.8% |
| 6M | +20.9% | -0.9% | +21.8% | +20.5% |
| YTD | +19.9% | +18.7% | +1.2% | +12.4% |
| 1Y | +41.4% | +7.6% | +33.8% | +36.5% |
| 3Y | +239.2% | +23.7% | +215.5% | +207.2% |
| 5Y | +185.0% | +13.7% | +171.4% | +161.3% |
| All | +652.8% | +101.1% | +551.7% | +451.8% |
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