+97.2%
GD vs PSKY
-70.3%
+167.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.7% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -6.4% | +24.0% | -30.4% | -7.7% |
| 3M | +5.7% | +2.2% | +3.5% | +5.5% |
| 6M | -0.9% | -9.0% | +8.0% | -0.6% |
| YTD | +8.2% | -18.1% | +26.3% | +9.0% |
| 1Y | +13.4% | -25.1% | +38.5% | +14.6% |
| 3Y | +68.5% | -16.3% | +84.8% | +65.9% |
| All | +97.2% | -70.3% | +167.6% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling