+14,023.4%
PSA vs GAP
+2,258.2%
+11,765.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.7% | -4.5% | +0.8% | -3.1% |
| 30D | -7.7% | +9.0% | -16.8% | -8.9% |
| 3M | -0.6% | +5.0% | -5.6% | -1.5% |
| 6M | -0.9% | -17.8% | +16.9% | +0.9% |
| YTD | +18.7% | -10.4% | +29.1% | +19.3% |
| 1Y | +7.6% | -3.4% | +11.0% | +6.8% |
| 3Y | +23.7% | +111.5% | -87.8% | +5.2% |
| 5Y | +13.7% | +8.8% | +4.8% | +1.8% |
| 10Y | +98.9% | +32.9% | +66.0% | +53.7% |
| All | +14,023.4% | +2,258.2% | +11,765.2% | +7,667.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 all: compounded portfolio wealth divided by compounded GAP 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…
all analysis · Full analysis span regression · 6 months rolling