+13.4%
GD vs PSKY
-26.0%
+39.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.7% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | -6.4% | +24.0% | -30.4% | -7.8% |
| 3M | +5.7% | +2.2% | +3.5% | +5.5% |
| 6M | -0.9% | -9.0% | +8.0% | -0.2% |
| YTD | +8.2% | -18.1% | +26.3% | +9.4% |
| 1Y | +13.4% | -25.1% | +38.5% | +16.8% |
| All | +13.4% | -26.0% | +39.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1y: compounded portfolio wealth divided by compounded PSKY 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…
1y analysis · Full analysis span regression · 6 months rolling