-75.6%
PSKY vs GPC
+87.0%
-162.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -6.0% | -1.8% | -4.2% | -5.2% |
| 30D | +10.7% | +0.1% | +10.6% | +10.5% |
| 3M | +1.2% | +37.4% | -36.2% | -15.9% |
| 6M | +1.5% | +25.4% | -23.9% | -11.9% |
| YTD | -21.8% | +12.2% | -33.9% | -29.1% |
| 1Y | -30.2% | -0.3% | -29.8% | -32.3% |
| 3Y | -20.1% | -1.6% | -18.5% | -25.6% |
| 5Y | -70.5% | +31.0% | -101.5% | -77.8% |
| All | -75.6% | +87.0% | -162.7% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling