+401.3%
GH vs PSKY
-76.5%
+477.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.6% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -1.1% | +24.0% | -25.1% | -6.3% |
| 3M | +21.3% | +2.2% | +19.1% | +20.2% |
| 6M | +73.5% | -9.0% | +82.5% | +76.0% |
| YTD | +58.0% | -18.1% | +76.2% | +62.8% |
| 1Y | +163.1% | -25.1% | +188.2% | +172.0% |
| 3Y | +361.0% | -16.3% | +377.4% | +334.0% |
| 5Y | +22.5% | -70.4% | +92.9% | +42.9% |
| All | +401.3% | -76.5% | +477.8% | +476.3% |
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