-15.1%
DECK vs GDDY
+34.5%
-49.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | 0.0% |
| 7D | +5.8% | -2.4% | +8.2% | +6.4% |
| 30D | +7.9% | +17.7% | -9.8% | +3.2% |
| 3M | -11.4% | +26.6% | -38.0% | -17.4% |
| 6M | -16.6% | +34.2% | -50.8% | -24.3% |
| YTD | -16.4% | -7.8% | -8.5% | -14.0% |
| 1Y | +8.6% | -14.0% | +22.6% | +14.6% |
| 3Y | -15.1% | +32.2% | -47.3% | -25.3% |
| All | -15.1% | +34.5% | -49.6% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling