-2.4%
GFS vs PSKY
-66.1%
+63.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.9% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -8.6% | +24.0% | -32.6% | -12.6% |
| 3M | -46.5% | +2.2% | -48.7% | -46.9% |
| 6M | -4.8% | -9.0% | +4.2% | -3.9% |
| YTD | +29.7% | -18.1% | +47.8% | +33.0% |
| 1Y | +35.8% | -25.1% | +60.9% | +40.3% |
| 3Y | -18.3% | -16.3% | -2.0% | -24.0% |
| All | -2.4% | -66.1% | +63.6% | +31.6% |
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