+153.6%
GD vs PSKY
-84.9%
+238.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.8% | +7.0% | +2.6% |
| 7D | +3.9% | -24.6% | +28.5% | +6.4% |
| 30D | -3.1% | -36.1% | +33.1% | +0.9% |
| 3M | +0.3% | -53.8% | +54.1% | +5.3% |
| 6M | +0.3% | -53.8% | +54.1% | +5.3% |
| YTD | +0.3% | -53.8% | +54.1% | +5.3% |
| 1Y | +6.0% | -58.4% | +64.4% | +12.9% |
| 3Y | +50.2% | -40.7% | +90.9% | +44.5% |
| 5Y | +83.5% | -80.0% | +163.6% | +106.0% |
| All | +153.6% | -84.9% | +238.5% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling