+606.5%
DECK vs GDDY
+406.5%
+200.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.3% |
| 7D | -2.2% | +3.7% | -5.9% | -3.5% |
| 30D | -13.6% | +10.4% | -24.0% | -16.9% |
| 3M | -21.2% | +19.4% | -40.7% | -27.2% |
| 6M | -21.1% | +14.3% | -35.4% | -26.7% |
| YTD | -17.2% | -18.4% | +1.1% | -13.7% |
| 1Y | -30.7% | -30.1% | -0.7% | -23.5% |
| 3Y | -3.4% | +39.4% | -42.8% | -19.6% |
| 5Y | +25.5% | +35.2% | -9.6% | +4.9% |
| 10Y | +714.7% | +210.0% | +504.6% | +448.6% |
| All | +606.5% | +406.5% | +200.0% | +354.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling