+139.3%
GS vs PSA
+30.3%
+109.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.2% | +3.9% | -7.1% | -4.3% |
| 30D | -2.4% | +19.7% | -22.1% | -7.5% |
| 3M | -15.7% | +4.3% | -20.0% | -16.9% |
| 6M | -6.8% | +11.4% | -18.1% | -10.3% |
| YTD | -0.1% | +33.9% | -34.0% | -9.6% |
| 1Y | +12.1% | +28.3% | -16.2% | +2.7% |
| 3Y | +185.8% | +53.5% | +132.3% | +140.0% |
| All | +139.3% | +30.3% | +109.0% | +107.9% |
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 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