-54.5%
GTLB vs PSKY
-70.9%
+16.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | -4.1% | -6.0% | +1.9% | -2.4% |
| 30D | +12.3% | +10.7% | +1.7% | +9.1% |
| 3M | +65.9% | +1.2% | +64.7% | +64.9% |
| 6M | +104.0% | +1.5% | +102.5% | +102.0% |
| YTD | +26.0% | -21.8% | +47.8% | +33.1% |
| 1Y | -3.5% | -30.2% | +26.7% | +4.0% |
| 3Y | -9.6% | -20.1% | +10.4% | -16.0% |
| All | -54.5% | -70.9% | +16.4% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling