+51.7%
DECK vs GGLL
+328.7%
-277.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | -2.2% | -4.8% | +2.6% | -1.4% |
| 30D | -13.6% | -13.7% | +0.1% | -11.3% |
| 3M | -21.2% | -21.9% | +0.6% | -18.4% |
| 6M | -21.1% | +11.7% | -32.7% | -24.3% |
| YTD | -17.2% | +2.3% | -19.5% | -19.6% |
| 1Y | -30.7% | +76.2% | -106.9% | -40.6% |
| 3Y | -3.4% | +245.0% | -248.4% | -31.4% |
| All | +51.7% | +328.7% | -277.0% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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