+7.7%
GEHC vs PSKY
-41.6%
+49.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -7.9% | -6.0% | -1.9% | -7.3% |
| 30D | -11.7% | +10.7% | -22.4% | -12.6% |
| 3M | +0.8% | +1.2% | -0.4% | +0.6% |
| 6M | -11.6% | +1.5% | -13.1% | -12.0% |
| YTD | -21.6% | -21.8% | +0.2% | -20.1% |
| 1Y | -15.3% | -30.2% | +14.9% | -13.4% |
| 3Y | -0.5% | -20.1% | +19.6% | -3.0% |
| All | +7.7% | -41.6% | +49.4% | -3.5% |
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 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