+764.1%
DECK vs GNRC
+380.1%
+384.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.7% | -8.3% | -3.5% |
| 7D | -0.8% | +2.5% | -3.3% | -1.8% |
| 30D | +4.9% | -11.2% | +16.0% | +7.6% |
| 3M | -5.8% | -10.1% | +4.3% | -4.6% |
| 6M | -8.6% | -28.5% | +20.0% | -2.5% |
| YTD | -14.7% | +42.3% | -57.0% | -28.5% |
| 1Y | +6.9% | +22.8% | -16.0% | -6.4% |
| 3Y | -16.2% | +87.3% | -103.5% | -38.3% |
| 5Y | +25.3% | -56.9% | +82.2% | +44.0% |
| All | +764.1% | +380.1% | +384.0% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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