+213.3%
GLD vs PSKY
-74.5%
+287.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | +0.7% | +2.4% | -1.6% | +0.7% |
| 30D | +0.3% | +17.5% | -17.2% | 0.0% |
| 3M | +0.6% | +4.4% | -3.8% | +0.5% |
| 6M | -15.6% | -9.0% | -6.6% | -15.5% |
| YTD | +0.9% | -18.6% | +19.5% | +1.0% |
| 1Y | +19.4% | -27.7% | +47.1% | +19.7% |
| 3Y | +124.5% | -16.9% | +141.3% | +123.7% |
| 5Y | +138.9% | -70.3% | +209.2% | +138.9% |
| 10Y | +213.3% | -74.9% | +288.2% | +199.8% |
| All | +213.3% | -74.5% | +287.8% | +199.8% |
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 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