+23.1%
PSA vs GTLB
-10.6%
+33.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | +0.1% |
| 7D | -0.4% | +4.6% | -5.0% | -0.6% |
| 30D | -8.2% | +21.0% | -29.2% | -8.9% |
| 3M | -2.1% | +51.7% | -53.9% | -3.9% |
| 6M | -0.2% | +89.3% | -89.5% | -3.2% |
| YTD | +18.5% | +25.6% | -7.1% | +17.7% |
| 1Y | +6.6% | -1.5% | +8.1% | +7.5% |
| All | +23.1% | -10.6% | +33.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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