+392.5%
GH vs PSKY
-85.0%
+477.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -3.8% |
| 7D | -5.3% | -24.6% | +19.3% | -2.3% |
| 30D | -5.5% | -36.1% | +30.6% | -0.6% |
| 3M | +62.1% | -54.8% | +116.9% | +70.3% |
| 6M | +62.1% | -54.8% | +116.9% | +70.3% |
| YTD | +62.1% | -54.8% | +116.9% | +70.3% |
| 1Y | +135.1% | -58.4% | +193.4% | +151.2% |
| 3Y | +474.0% | -40.7% | +514.7% | +420.1% |
| 5Y | +56.1% | -80.0% | +136.1% | +78.4% |
| All | +392.5% | -85.0% | +477.5% | +459.8% |
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