+35.8%
GFS vs PSKY
-26.0%
+61.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.6% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -8.6% | +24.0% | -32.6% | -9.6% |
| 3M | -46.5% | +2.2% | -48.7% | -46.5% |
| 6M | -4.8% | -9.0% | +4.2% | -4.8% |
| YTD | +29.7% | -18.1% | +47.8% | +31.5% |
| 1Y | +35.8% | -25.1% | +60.9% | +42.0% |
| All | +35.8% | -26.0% | +61.8% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling