+701.0%
GLD vs PSKY
-42.2%
+743.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | +24.0% | -19.6% | +4.0% |
| 3M | -1.1% | +2.2% | -3.3% | -1.2% |
| 6M | -13.8% | -9.0% | -4.8% | -13.7% |
| YTD | +2.6% | -18.1% | +20.8% | +2.8% |
| 1Y | +24.5% | -25.1% | +49.6% | +24.8% |
| 3Y | +125.8% | -16.3% | +142.2% | +125.2% |
| 5Y | +137.8% | -70.4% | +208.2% | +138.5% |
| 10Y | +221.4% | -74.2% | +295.5% | +218.6% |
| All | +701.0% | -42.2% | +743.3% | +636.9% |
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