+27.6%
DECK vs GNRC
-57.9%
+85.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.5% | +2.7% |
| 7D | +6.4% | -6.6% | +13.0% | +7.7% |
| 30D | +9.1% | -16.1% | +25.2% | +13.1% |
| 3M | -7.2% | -11.1% | +3.8% | -5.9% |
| 6M | -9.9% | -29.9% | +20.0% | -4.3% |
| YTD | -12.8% | +38.4% | -51.2% | -24.6% |
| 1Y | +10.6% | +21.5% | -11.0% | -1.1% |
| 3Y | -13.8% | +83.5% | -97.4% | -33.2% |
| 5Y | +27.6% | -57.1% | +84.7% | +50.4% |
| All | +27.6% | -57.9% | +85.5% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling