+27.6%
DECK vs BTG
+56.5%
-28.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.2% | -0.9% | +3.9% |
| 7D | +6.4% | +19.1% | -12.7% | +4.8% |
| 30D | +9.1% | +8.2% | +0.9% | +8.2% |
| 3M | -7.2% | +13.3% | -20.5% | -8.4% |
| 6M | -9.9% | +8.1% | -18.0% | -11.1% |
| YTD | -12.8% | +27.5% | -40.3% | -16.1% |
| 1Y | +10.6% | +47.1% | -36.5% | +4.8% |
| 3Y | -13.8% | +105.8% | -119.6% | -23.9% |
| 5Y | +27.6% | +55.8% | -28.2% | +20.5% |
| All | +27.6% | +56.5% | -28.9% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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