-21.1%
GIS vs PSKY
-74.6%
+53.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -6.4% | -2.4% | -4.0% | -6.3% |
| 30D | -6.1% | +11.6% | -17.7% | -6.5% |
| 3M | +7.8% | +1.5% | +6.3% | +7.7% |
| 6M | -8.8% | +7.7% | -16.5% | -9.2% |
| YTD | -19.1% | -20.1% | +1.0% | -18.7% |
| 1Y | -24.8% | -38.3% | +13.5% | -23.8% |
| 3Y | -37.6% | -17.7% | -19.8% | -38.1% |
| 5Y | -25.4% | -69.9% | +44.5% | -23.2% |
| All | -21.1% | -74.6% | +53.5% | -15.2% |
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