+877.2%
DECK vs GNRC
+366.8%
+510.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.9% |
| 7D | +5.8% | -10.7% | +16.4% | +8.7% |
| 30D | +7.9% | -20.1% | +28.0% | +14.2% |
| 3M | -11.4% | -16.3% | +4.9% | -8.4% |
| 6M | -16.6% | -33.9% | +17.3% | -8.9% |
| YTD | -16.4% | +29.6% | -46.0% | -27.9% |
| 1Y | +8.6% | +14.9% | -6.3% | -2.9% |
| 3Y | -15.1% | +72.5% | -87.6% | -35.9% |
| 5Y | +22.9% | -60.1% | +83.0% | +44.3% |
| All | +877.2% | +366.8% | +510.4% | +301.7% |
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