-67.0%
PSKY vs GGLL
+326.1%
-393.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.0% | +0.2% | -4.6% |
| 7D | -24.6% | -6.5% | -18.1% | -24.3% |
| 30D | -36.1% | -6.3% | -29.8% | -35.9% |
| 3M | -53.4% | +24.8% | -78.1% | -54.1% |
| 6M | -53.4% | +24.8% | -78.1% | -54.1% |
| YTD | -53.4% | +24.8% | -78.1% | -54.1% |
| 1Y | -58.4% | +51.5% | -109.8% | -60.4% |
| 3Y | -40.7% | +233.5% | -274.2% | -55.3% |
| All | -67.0% | +326.1% | -393.1% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling