+741.1%
DECK vs GAP
+32.7%
+708.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -2.2% | -4.5% | +2.2% | -0.8% |
| 30D | -13.6% | +9.0% | -22.6% | -16.2% |
| 3M | -21.2% | +5.0% | -26.2% | -22.6% |
| 6M | -21.1% | -17.8% | -3.3% | -17.0% |
| YTD | -17.2% | -10.4% | -6.8% | -15.5% |
| 1Y | -30.7% | -3.4% | -27.4% | -31.4% |
| 3Y | -3.4% | +111.5% | -114.8% | -30.8% |
| 5Y | +25.5% | +8.8% | +16.7% | +3.5% |
| All | +741.1% | +32.7% | +708.5% | +436.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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