+88.4%
GD vs PSKY
-78.6%
+167.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.8% | +7.0% | +2.2% |
| 7D | +3.9% | -24.6% | +28.5% | +4.1% |
| 30D | -3.1% | -36.1% | +33.1% | -2.8% |
| 3M | +2.2% | -53.4% | +55.6% | +2.7% |
| 6M | +2.2% | -53.4% | +55.6% | +2.7% |
| YTD | +2.2% | -53.4% | +55.6% | +2.7% |
| 1Y | +6.0% | -58.4% | +64.4% | +7.2% |
| 3Y | +50.2% | -40.7% | +90.9% | +45.5% |
| All | +88.4% | -78.6% | +167.1% | +98.0% |
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