+438.8%
GS vs PSA
+132.6%
+306.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.9% | -1.4% | +7.3% | +6.4% |
| 30D | +4.3% | +15.2% | -10.9% | -0.4% |
| 3M | -11.7% | +2.2% | -13.9% | -12.4% |
| 6M | -3.2% | +11.7% | -14.8% | -7.2% |
| YTD | +5.8% | +32.0% | -26.2% | -4.4% |
| 1Y | +16.0% | +26.3% | -10.3% | +6.4% |
| 3Y | +199.8% | +52.4% | +147.4% | +152.6% |
| 5Y | +155.5% | +26.3% | +129.2% | +126.1% |
| All | +438.8% | +132.6% | +306.2% | +279.9% |
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