+24.6%
DECK vs GDDY
+56.9%
-32.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +0.5% |
| 7D | +5.8% | -2.4% | +8.2% | +6.6% |
| 30D | +7.9% | +17.7% | -9.8% | +1.3% |
| 3M | -11.4% | +26.6% | -38.0% | -19.8% |
| 6M | -16.6% | +34.2% | -50.8% | -27.6% |
| YTD | -16.4% | -7.8% | -8.5% | -15.4% |
| 1Y | +8.6% | -14.0% | +22.6% | +13.5% |
| 3Y | -15.1% | +32.2% | -47.3% | -32.3% |
| All | +24.6% | +56.9% | -32.3% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling