+561.8%
GWW vs PSKY
-74.6%
+636.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.4% |
| 7D | -3.4% | -2.4% | -1.0% | -3.1% |
| 30D | -1.9% | +11.6% | -13.5% | -3.4% |
| 3M | -2.4% | +1.5% | -3.9% | -2.9% |
| 6M | +15.7% | +7.7% | +8.0% | +13.8% |
| YTD | +27.6% | -20.1% | +47.7% | +30.1% |
| 1Y | +27.2% | -38.3% | +65.5% | +33.6% |
| 3Y | +89.7% | -17.7% | +107.4% | +81.8% |
| 5Y | +223.9% | -69.9% | +293.8% | +257.7% |
| All | +561.8% | -74.6% | +636.4% | +509.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling