+4.7%
DECK vs GNRC
+22.2%
-17.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.7% | -8.3% | -2.2% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | +4.9% | -11.2% | +16.0% | +5.7% |
| 3M | -5.8% | -10.1% | +4.3% | -5.6% |
| 6M | -8.6% | -28.5% | +20.0% | -6.7% |
| YTD | -14.7% | +42.3% | -57.0% | -25.9% |
| All | +4.7% | +22.2% | -17.4% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling