+227.5%
GLDM vs PSKY
-85.0%
+312.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.7% | -0.9% |
| 7D | -0.6% | -24.6% | +23.9% | -4.7% |
| 30D | -2.7% | -36.1% | +33.5% | -9.3% |
| 3M | +113.2% | -38.5% | +151.7% | +105.1% |
| 6M | +113.2% | -38.5% | +151.7% | +105.1% |
| YTD | +113.2% | -38.5% | +151.7% | +105.1% |
| 1Y | +113.2% | -38.5% | +151.7% | +105.1% |
| 3Y | +116.7% | -40.7% | +157.3% | +108.4% |
| 5Y | +134.7% | -80.0% | +214.7% | +126.1% |
| All | +227.5% | -85.0% | +312.5% | +188.0% |
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