-58.5%
PSKY vs GAP
+134.2%
-192.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.3% |
| 7D | -24.6% | -0.5% | -24.1% | -24.4% |
| 30D | -36.1% | +11.3% | -47.5% | -38.8% |
| 3M | -39.9% | +87.3% | -127.2% | -60.5% |
| 6M | -39.9% | +87.3% | -127.2% | -60.5% |
| YTD | -39.9% | +87.3% | -127.2% | -60.5% |
| 1Y | -39.9% | +87.3% | -127.2% | -60.5% |
| 3Y | -40.7% | +109.5% | -150.2% | -62.8% |
| 5Y | -80.0% | +27.5% | -107.5% | -85.8% |
| 10Y | -84.4% | +23.5% | -107.9% | -91.8% |
| All | -58.5% | +134.2% | -192.7% | -88.6% |
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