+109.7%
PSA vs GH
+481.7%
-372.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -7.7% | -1.1% | -6.7% | -7.7% |
| 3M | -0.6% | +21.3% | -21.9% | -2.4% |
| 6M | -0.9% | +73.5% | -74.4% | -5.7% |
| YTD | +18.7% | +58.0% | -39.4% | +13.6% |
| 1Y | +7.6% | +163.1% | -155.4% | -1.6% |
| 3Y | +23.7% | +361.0% | -337.4% | +4.4% |
| 5Y | +13.7% | +22.5% | -8.9% | +0.6% |
| All | +109.7% | +481.7% | -372.0% | +81.1% |
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