-12.1%
GTLB vs PSKY
-21.8%
+9.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.6% | -0.8% |
| 7D | -6.6% | -6.8% | +0.3% | -5.5% |
| 30D | +13.7% | +10.2% | +3.5% | +12.0% |
| 3M | +52.9% | +0.3% | +52.6% | +52.7% |
| 6M | +88.5% | -7.8% | +96.2% | +90.6% |
| YTD | +23.4% | -23.0% | +46.4% | +27.5% |
| 1Y | -3.8% | -31.6% | +27.8% | +0.7% |
| All | -12.1% | -21.8% | +9.7% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling