+290.5%
GME vs PSKY
-74.6%
+365.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.8% |
| 7D | +10.4% | -2.4% | +12.8% | +11.4% |
| 30D | +14.1% | +11.6% | +2.5% | +8.2% |
| 3M | -4.6% | +1.5% | -6.2% | -6.4% |
| 6M | -13.5% | +7.7% | -21.2% | -18.0% |
| YTD | +5.3% | -20.1% | +25.4% | +11.5% |
| 1Y | -14.9% | -38.3% | +23.4% | -1.1% |
| 3Y | +24.3% | -17.7% | +42.0% | +1.9% |
| 5Y | -55.6% | -69.9% | +14.3% | -38.3% |
| All | +290.5% | -74.6% | +365.1% | +481.3% |
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