+13.1%
PSA vs GME
-55.8%
+69.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.6% | -2.5% |
| 7D | -2.2% | +4.8% | -7.1% | -2.4% |
| 30D | -9.6% | +5.9% | -15.4% | -9.7% |
| 3M | -7.9% | -10.7% | +2.8% | -7.6% |
| 6M | -2.0% | -19.8% | +17.8% | -1.4% |
| YTD | +15.7% | -0.9% | +16.7% | +15.6% |
| 1Y | +5.8% | -15.7% | +21.5% | +6.1% |
| 3Y | +21.6% | +12.3% | +9.3% | +14.7% |
| 5Y | +13.1% | -60.1% | +73.2% | +5.7% |
| All | +13.1% | -55.8% | +69.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling