+133.3%
PSA vs GH
+446.7%
-313.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +15.2% | -6.9% | +22.1% | +15.7% |
| 3M | +2.2% | -4.9% | +7.1% | +2.3% |
| 6M | +11.7% | +54.1% | -42.4% | +7.2% |
| YTD | +32.0% | +48.5% | -16.5% | +26.6% |
| 1Y | +26.3% | +61.2% | -34.9% | +20.3% |
| 3Y | +52.4% | +570.3% | -518.0% | +24.7% |
| 5Y | +26.3% | +46.1% | -19.9% | +10.5% |
| All | +133.3% | +446.7% | -313.4% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling