-35.1%
PSKY vs GAP
+125.6%
-160.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -0.2% | -4.5% | +4.3% | +1.5% |
| 30D | +24.0% | +9.0% | +14.9% | +19.3% |
| 3M | +2.2% | +5.0% | -2.8% | -0.7% |
| 6M | -9.0% | -17.8% | +8.8% | -4.9% |
| YTD | -18.1% | -10.4% | -7.8% | -17.8% |
| 1Y | -25.1% | -3.4% | -21.7% | -27.9% |
| 3Y | -16.3% | +111.5% | -127.8% | -49.9% |
| 5Y | -70.4% | +8.8% | -79.2% | -78.4% |
| 10Y | -74.2% | +32.9% | -107.1% | -87.6% |
| All | -35.1% | +125.6% | -160.7% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling