+0.8%
GEHC vs PSKY
-17.4%
+18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.0% |
| 7D | -5.2% | +2.4% | -7.5% | -5.4% |
| 30D | -7.0% | +17.5% | -24.5% | -8.5% |
| 3M | +3.3% | +4.4% | -1.1% | +2.8% |
| 6M | -10.0% | -9.0% | -1.0% | -9.5% |
| YTD | -18.5% | -18.6% | +0.1% | -17.4% |
| 1Y | -14.4% | -27.7% | +13.3% | -12.8% |
| All | +0.8% | -17.4% | +18.2% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling