-1.8%
DECK vs GNRC
+58.9%
-60.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.0% |
| 7D | -2.2% | +1.9% | -4.2% | -2.6% |
| 30D | -13.6% | -13.8% | +0.2% | -10.8% |
| 3M | -21.2% | -32.6% | +11.4% | -14.8% |
| 6M | -21.1% | -15.2% | -5.9% | -20.5% |
| YTD | -17.2% | +37.4% | -54.6% | -28.6% |
| 1Y | -30.7% | +5.1% | -35.9% | -35.8% |
| All | -1.8% | +58.9% | -60.6% | -16.6% |
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