-38.0%
PSKY vs GFI
+416.5%
-454.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.4% | +1.9% |
| 7D | -6.0% | -5.1% | -0.8% | -5.5% |
| 30D | +10.7% | +13.4% | -2.8% | +9.1% |
| 3M | +1.2% | +36.2% | -35.1% | -2.4% |
| 6M | +1.5% | -9.8% | +11.3% | +1.7% |
| YTD | -21.8% | +7.7% | -29.4% | -23.3% |
| 1Y | -30.2% | +27.2% | -57.4% | -33.1% |
| 3Y | -20.1% | +300.3% | -320.4% | -33.7% |
| 5Y | -70.5% | +539.8% | -610.3% | -77.5% |
| 10Y | -75.2% | +1,058.5% | -1,133.7% | -83.9% |
| All | -38.0% | +416.5% | -454.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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