-54.6%
GTLB vs PSKY
-69.7%
+15.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +4.6% | +2.4% | +2.2% | +3.9% |
| 30D | +21.0% | +17.5% | +3.5% | +15.6% |
| 3M | +51.7% | +4.4% | +47.3% | +49.4% |
| 6M | +89.3% | -9.0% | +98.3% | +93.4% |
| YTD | +25.6% | -18.6% | +44.2% | +31.1% |
| 1Y | -1.5% | -27.7% | +26.2% | +5.1% |
| 3Y | -9.9% | -16.9% | +6.9% | -17.3% |
| All | -54.6% | -69.7% | +15.1% | -42.5% |
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 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