-16.9%
PSKY vs GPC
-2.2%
-14.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | +0.3% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +17.5% | -0.4% | +17.9% | +17.6% |
| 3M | +4.4% | +39.2% | -34.7% | -5.5% |
| 6M | -9.0% | +18.2% | -27.3% | -13.6% |
| YTD | -18.6% | +12.1% | -30.7% | -23.1% |
| 1Y | -27.7% | -0.7% | -27.1% | -28.8% |
| 3Y | -16.9% | -1.7% | -15.2% | -21.8% |
| All | -16.9% | -2.2% | -14.6% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling