+25.3%
GPN vs PSKY
-74.6%
+99.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -4.6% | -2.4% | -2.2% | -4.1% |
| 30D | -0.3% | +11.6% | -11.9% | -2.7% |
| 3M | +35.4% | +1.5% | +33.9% | +34.7% |
| 6M | +21.7% | +7.7% | +14.0% | +18.8% |
| YTD | +14.9% | -20.1% | +35.0% | +18.9% |
| 1Y | +3.2% | -38.3% | +41.5% | +12.2% |
| 3Y | -27.1% | -17.7% | -9.4% | -31.4% |
| 5Y | -44.4% | -69.9% | +25.5% | -34.8% |
| All | +25.3% | -74.6% | +99.9% | -0.3% |
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