+7.4%
GPN vs PSKY
-26.0%
+33.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +5.8% | +24.0% | -18.2% | +2.8% |
| 3M | +37.0% | +2.2% | +34.8% | +36.4% |
| 6M | +20.1% | -9.0% | +29.1% | +21.3% |
| YTD | +20.4% | -18.1% | +38.6% | +22.1% |
| 1Y | +7.4% | -25.1% | +32.5% | +10.6% |
| All | +7.4% | -26.0% | +33.4% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling