+10.3%
GLXY vs PSKY
-12.3%
+22.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.4% | -1.7% | -6.4% |
| 7D | +4.5% | -6.8% | +11.4% | +5.4% |
| 30D | +28.8% | +10.2% | +18.6% | +27.6% |
| 3M | -23.0% | +0.3% | -23.3% | -22.9% |
| 6M | +17.0% | -7.8% | +24.8% | +18.0% |
| YTD | +12.5% | -23.0% | +35.4% | +15.5% |
| 1Y | -5.4% | -31.6% | +26.3% | -1.6% |
| All | +10.3% | -12.3% | +22.6% | +20.1% |
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