+723.9%
DECK vs GDDY
+188.3%
+535.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.3% | +4.6% | -0.4% |
| 7D | -2.3% | -7.6% | +5.3% | +0.7% |
| 30D | -15.2% | +2.0% | -17.2% | -16.5% |
| 3M | -24.7% | +15.1% | -39.8% | -30.3% |
| 6M | -20.8% | -1.1% | -19.6% | -22.9% |
| YTD | -20.3% | -25.1% | +4.8% | -13.3% |
| 1Y | -29.5% | -37.3% | +7.8% | -17.1% |
| 3Y | -6.0% | +24.5% | -30.5% | -22.1% |
| 5Y | +23.5% | +23.5% | 0.0% | +1.3% |
| 10Y | +723.9% | +185.0% | +538.9% | +361.7% |
| All | +723.9% | +188.3% | +535.7% | +361.7% |
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