+140.2%
GS vs PSA
+31.5%
+108.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.2% |
| 7D | -6.3% | +7.4% | -13.7% | -8.3% |
| 30D | -3.1% | +19.1% | -22.3% | -8.1% |
| 3M | -17.7% | +5.1% | -22.7% | -18.9% |
| 6M | -4.6% | +16.2% | -20.7% | -9.4% |
| YTD | +0.3% | +35.2% | -34.8% | -9.5% |
| 1Y | +11.7% | +27.1% | -15.4% | +2.7% |
| 3Y | +183.6% | +51.7% | +131.8% | +139.2% |
| All | +140.2% | +31.5% | +108.7% | +108.1% |
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