-76.0%
PSKY vs GPC
+88.6%
-164.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | +10.2% | +1.3% | +8.9% | +9.4% |
| 3M | +0.3% | +37.1% | -36.8% | -16.5% |
| 6M | -7.8% | +23.2% | -30.9% | -19.0% |
| YTD | -23.0% | +13.1% | -36.0% | -30.5% |
| 1Y | -31.6% | +0.9% | -32.5% | -34.1% |
| 3Y | -21.3% | -0.8% | -20.5% | -27.0% |
| 5Y | -71.5% | +31.1% | -102.6% | -78.5% |
| All | -76.0% | +88.6% | -164.6% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling