+13,676.9%
PSA vs GFI
+660.1%
+13,016.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -3.6% | -5.1% | +1.5% | -3.3% |
| 30D | -9.4% | +13.4% | -22.8% | -10.1% |
| 3M | -8.2% | +36.2% | -44.4% | -10.1% |
| 6M | -1.8% | -9.8% | +8.0% | -1.7% |
| YTD | +15.7% | +7.7% | +8.1% | +14.4% |
| 1Y | +6.3% | +27.2% | -20.9% | +3.7% |
| 3Y | +21.6% | +300.3% | -278.7% | +9.6% |
| 5Y | +13.5% | +539.8% | -526.3% | -1.6% |
| 10Y | +101.3% | +1,058.5% | -957.2% | +62.1% |
| All | +13,676.9% | +660.1% | +13,016.8% | +11,231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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