+23.2%
GH vs PSKY
-71.2%
+94.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.7% |
| 7D | -1.2% | -6.0% | +4.7% | +0.4% |
| 30D | -3.7% | +10.7% | -14.3% | -6.7% |
| 3M | +21.7% | +1.2% | +20.5% | +20.5% |
| 6M | +75.7% | +1.5% | +74.3% | +73.5% |
| YTD | +55.7% | -21.8% | +77.5% | +63.0% |
| 1Y | +181.1% | -30.2% | +211.3% | +197.5% |
| 3Y | +371.6% | -20.1% | +391.7% | +337.2% |
| 5Y | +23.2% | -70.5% | +93.7% | +52.9% |
| All | +23.2% | -71.2% | +94.3% | +52.9% |
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