-70.1%
PSKY vs GPC
+32.9%
-103.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | +24.0% | +6.0% | +18.0% | +21.4% |
| 3M | +2.2% | +42.6% | -40.5% | -11.1% |
| 6M | -9.0% | +22.8% | -31.7% | -16.2% |
| YTD | -18.1% | +15.5% | -33.6% | -24.4% |
| 1Y | -25.1% | +2.0% | -27.1% | -27.0% |
| 3Y | -16.3% | -1.4% | -14.9% | -19.5% |
| All | -70.1% | +32.9% | -103.0% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling