+99.2%
PSA vs GME
+271.8%
-172.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | -3.6% | +6.0% | -9.7% | -3.7% |
| 30D | -9.4% | +8.3% | -17.7% | -9.5% |
| 3M | -8.2% | -9.1% | +0.9% | -8.1% |
| 6M | -1.8% | -16.3% | +14.5% | -1.6% |
| YTD | +15.7% | +1.5% | +14.2% | +15.6% |
| 1Y | +6.3% | -16.3% | +22.6% | +6.5% |
| 3Y | +21.6% | +15.1% | +6.4% | +18.7% |
| 5Y | +13.5% | -57.2% | +70.6% | +11.3% |
| All | +99.2% | +271.8% | -172.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling