+28.5%
DECK vs GAP
+18.2%
+10.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.0% | -2.0% | +3.5% |
| 7D | +10.4% | +8.0% | +2.4% | +7.8% |
| 30D | +11.1% | +2.7% | +8.4% | +10.2% |
| 3M | -10.8% | +16.0% | -26.8% | -15.1% |
| 6M | -8.7% | +2.0% | -10.8% | -10.2% |
| YTD | -14.0% | -4.4% | -9.6% | -14.2% |
| 1Y | +12.0% | +9.2% | +2.8% | +7.3% |
| 3Y | -10.5% | +84.7% | -95.2% | -29.4% |
| 5Y | +28.5% | +17.9% | +10.6% | -4.7% |
| All | +28.5% | +18.2% | +10.3% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling