+52.7%
PSA vs GH
+598.5%
-545.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | +15.6% | -4.5% | +20.0% | +15.8% |
| 3M | +4.1% | -6.2% | +10.3% | +4.2% |
| 6M | +9.2% | +55.0% | -45.8% | +5.1% |
| YTD | +32.3% | +51.6% | -19.3% | +27.0% |
| 1Y | +26.2% | +58.3% | -32.1% | +20.8% |
| All | +52.7% | +598.5% | -545.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling