+2,434.6%
GWW vs PSKY
-42.6%
+2,477.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -1.5% | +2.4% | -3.9% | -2.0% |
| 30D | +1.1% | +17.5% | -16.4% | -2.3% |
| 3M | -1.0% | +4.4% | -5.4% | -2.3% |
| 6M | +16.3% | -9.0% | +25.3% | +17.2% |
| YTD | +28.5% | -18.6% | +47.1% | +31.6% |
| 1Y | +30.3% | -27.7% | +58.0% | +35.0% |
| 3Y | +91.6% | -16.9% | +108.5% | +78.5% |
| 5Y | +224.0% | -70.3% | +294.2% | +264.5% |
| 10Y | +551.3% | -74.9% | +626.3% | +557.7% |
| All | +2,434.6% | -42.6% | +2,477.1% | +1,822.6% |
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