+877.2%
DECK vs GAP
+15.9%
+861.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | +0.2% |
| 7D | +5.8% | -3.8% | +9.5% | +7.0% |
| 30D | +7.9% | -9.0% | +16.9% | +11.2% |
| 3M | -11.4% | +5.5% | -16.9% | -13.3% |
| 6M | -16.6% | -11.1% | -5.5% | -14.2% |
| YTD | -16.4% | -13.6% | -2.8% | -13.7% |
| 1Y | +8.6% | -2.9% | +11.5% | +7.7% |
| 3Y | -15.1% | +69.6% | -84.7% | -34.3% |
| 5Y | +22.9% | +5.4% | +17.5% | +2.3% |
| All | +877.2% | +15.9% | +861.3% | +551.9% |
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