+1,653.6%
GRMN vs PSKY
-42.6%
+1,696.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.2% | +2.4% | -2.2% | -0.4% |
| 30D | -11.3% | +17.5% | -28.8% | -14.9% |
| 3M | +17.7% | +4.4% | +13.3% | +15.9% |
| 6M | +14.2% | -9.0% | +23.2% | +15.6% |
| YTD | +37.0% | -18.6% | +55.6% | +41.4% |
| 1Y | +17.0% | -27.7% | +44.7% | +22.5% |
| 3Y | +183.2% | -16.9% | +200.1% | +161.5% |
| 5Y | +77.3% | -70.3% | +147.5% | +105.8% |
| 10Y | +630.9% | -74.9% | +705.8% | +649.4% |
| All | +1,653.6% | -42.6% | +1,696.2% | +1,296.3% |
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 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