+214.3%
GIS vs PSKY
-42.6%
+256.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -8.3% | +2.4% | -10.6% | -8.5% |
| 30D | +2.2% | +17.5% | -15.4% | +0.9% |
| 3M | +15.7% | +4.4% | +11.3% | +15.2% |
| 6M | -12.0% | -9.0% | -2.9% | -11.6% |
| YTD | -15.0% | -18.6% | +3.6% | -14.1% |
| 1Y | -20.1% | -27.7% | +7.6% | -18.9% |
| 3Y | -34.6% | -16.9% | -17.8% | -36.0% |
| 5Y | -22.8% | -70.3% | +47.4% | -18.9% |
| 10Y | -18.5% | -74.9% | +56.4% | -16.7% |
| All | +214.3% | -42.6% | +256.8% | +189.4% |
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