+160.0%
GS vs PSA
+27.5%
+132.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.1% | -2.1% | +1.9% | +0.5% |
| 30D | +3.7% | +16.2% | -12.5% | -0.9% |
| 3M | -10.0% | +4.3% | -14.3% | -11.2% |
| 6M | -1.0% | +9.9% | -10.9% | -4.3% |
| YTD | +7.0% | +33.3% | -26.3% | -3.1% |
| 1Y | +16.6% | +25.8% | -9.2% | +7.6% |
| 3Y | +204.4% | +54.8% | +149.6% | +154.8% |
| 5Y | +160.0% | +27.5% | +132.5% | +128.4% |
| All | +160.0% | +27.5% | +132.6% | +128.4% |
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 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