-2.7%
GFS vs PSKY
-66.2%
+63.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +2.6% | +2.4% | +0.3% | +2.1% |
| 30D | -16.4% | +17.5% | -33.9% | -19.2% |
| 3M | -41.6% | +4.4% | -46.0% | -42.3% |
| 6M | -3.7% | -9.0% | +5.3% | -2.7% |
| YTD | +29.3% | -18.6% | +47.9% | +32.8% |
| 1Y | +37.1% | -27.7% | +64.8% | +42.8% |
| 3Y | -22.1% | -16.9% | -5.3% | -27.4% |
| All | -2.7% | -66.2% | +63.6% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling