+333.2%
GPN vs PSKY
-42.6%
+375.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -0.7% | +2.4% | -3.1% | -1.3% |
| 30D | +3.8% | +17.5% | -13.7% | -0.3% |
| 3M | +39.2% | +4.4% | +34.7% | +37.3% |
| 6M | +17.9% | -9.0% | +26.9% | +19.6% |
| YTD | +16.4% | -18.6% | +35.0% | +20.3% |
| 1Y | +3.6% | -27.7% | +31.4% | +8.8% |
| 3Y | -26.7% | -16.9% | -9.8% | -31.5% |
| 5Y | -44.8% | -70.3% | +25.5% | -35.3% |
| 10Y | +24.1% | -74.9% | +99.1% | +27.9% |
| All | +333.2% | -42.6% | +375.7% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling