-27.7%
PSKY vs GGLL
+70.5%
-98.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +2.4% | +1.9% | +0.5% | +2.2% |
| 30D | +17.5% | -9.7% | +27.3% | +18.3% |
| 3M | +4.4% | -18.0% | +22.5% | +5.4% |
| 6M | -9.0% | +15.3% | -24.3% | -11.4% |
| YTD | -18.6% | +2.2% | -20.8% | -20.0% |
| 1Y | -27.7% | +73.1% | -100.8% | -35.1% |
| All | -27.7% | +70.5% | -98.2% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling