-15.1%
DECK vs GNRC
+69.2%
-84.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | +5.8% | -10.7% | +16.4% | +7.9% |
| 30D | +7.9% | -20.1% | +28.0% | +12.7% |
| 3M | -11.4% | -16.3% | +4.9% | -9.0% |
| 6M | -16.6% | -33.9% | +17.3% | -10.5% |
| YTD | -16.4% | +29.6% | -46.0% | -29.1% |
| 1Y | +8.6% | +14.9% | -6.3% | -4.4% |
| 3Y | -15.1% | +72.5% | -87.6% | -34.6% |
| All | -15.1% | +69.2% | -84.4% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling