-30.2%
PSKY vs GAP
-9.4%
-20.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | -6.0% | -6.3% | +0.3% | -5.5% |
| 30D | +10.7% | -0.2% | +10.9% | +10.7% |
| 3M | +1.2% | 0.0% | +1.1% | +1.1% |
| 6M | +1.5% | -8.1% | +9.6% | +1.9% |
| YTD | -21.8% | -16.5% | -5.3% | -21.2% |
| 1Y | -30.2% | -10.5% | -19.7% | -31.7% |
| All | -30.2% | -9.4% | -20.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling