+20.3%
PSA vs GH
+378.9%
-358.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | -9.6% | -2.6% | -6.9% | -9.4% |
| 3M | -7.9% | +25.1% | -33.0% | -9.7% |
| 6M | -2.0% | +78.5% | -80.5% | -6.7% |
| YTD | +15.7% | +59.4% | -43.6% | +10.9% |
| 1Y | +5.8% | +173.9% | -168.1% | -3.1% |
| All | +20.3% | +378.9% | -358.6% | -0.6% |
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