+6,920.8%
DECK vs GAP
+784.7%
+6,136.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -2.2% | -4.5% | +2.2% | -1.0% |
| 30D | -13.6% | +9.0% | -22.6% | -15.9% |
| 3M | -21.2% | +5.0% | -26.2% | -22.4% |
| 6M | -21.1% | -17.8% | -3.3% | -17.4% |
| YTD | -17.2% | -10.4% | -6.8% | -15.6% |
| 1Y | -30.7% | -3.4% | -27.4% | -31.2% |
| 3Y | -3.4% | +111.5% | -114.8% | -27.6% |
| 5Y | +25.5% | +8.8% | +16.7% | +6.4% |
| 10Y | +714.7% | +32.9% | +681.8% | +472.3% |
| All | +6,920.8% | +784.7% | +6,136.1% | +2,329.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling