-29.2%
GLXY vs PSKY
-40.4%
+11.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.8% | -6.7% | -9.2% |
| 7D | -20.6% | -24.6% | +4.0% | -10.1% |
| 30D | -33.1% | -36.1% | +3.0% | -18.0% |
| 3M | -48.4% | -54.8% | +6.4% | -24.7% |
| 6M | -48.4% | -54.8% | +6.4% | -24.7% |
| YTD | -48.4% | -54.8% | +6.4% | -24.7% |
| 1Y | -59.6% | -58.4% | -1.2% | -40.5% |
| All | -29.2% | -40.4% | +11.2% | +7.6% |
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