+390.3%
GDDY vs PSKY
-78.3%
+468.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.4% |
| 7D | -3.2% | -2.4% | -0.8% | -2.8% |
| 30D | +6.8% | +11.6% | -4.8% | +4.6% |
| 3M | +30.5% | +1.5% | +28.9% | +29.8% |
| 6M | +13.3% | +7.7% | +5.6% | +11.1% |
| YTD | -21.0% | -20.1% | -0.9% | -18.6% |
| 1Y | -34.0% | -38.3% | +4.3% | -29.4% |
| 3Y | +33.1% | -17.7% | +50.8% | +27.0% |
| 5Y | +30.3% | -69.9% | +100.2% | +47.2% |
| 10Y | +205.5% | -74.7% | +280.2% | +168.8% |
| All | +390.3% | -78.3% | +468.7% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling