+887.0%
DECK vs GDDY
+236.6%
+650.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.2% |
| 7D | +6.4% | -4.2% | +10.6% | +8.1% |
| 30D | +9.1% | +7.1% | +2.0% | +5.6% |
| 3M | -7.2% | +22.7% | -29.9% | -16.0% |
| 6M | -9.9% | +22.7% | -32.7% | -20.0% |
| YTD | -12.8% | -10.0% | -2.8% | -12.8% |
| 1Y | +10.6% | -15.4% | +26.0% | +13.6% |
| 3Y | -13.8% | +28.7% | -42.5% | -29.2% |
| 5Y | +27.6% | +55.8% | -28.2% | -5.8% |
| 10Y | +887.0% | +237.8% | +649.2% | +444.6% |
| All | +887.0% | +236.6% | +650.5% | +444.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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