+24.3%
DECK vs GNRC
-61.9%
+86.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.4% | +0.6% |
| 7D | +6.0% | -15.3% | +21.3% | +9.9% |
| 30D | +7.4% | -22.9% | +30.4% | +13.7% |
| 3M | -11.7% | -20.7% | +9.1% | -7.8% |
| 6M | -11.0% | -34.6% | +23.7% | -3.8% |
| YTD | -15.4% | +26.4% | -41.7% | -25.2% |
| 1Y | +7.2% | +8.3% | -1.0% | -1.2% |
| 3Y | -11.8% | +64.2% | -76.1% | -29.8% |
| 5Y | +24.3% | -61.1% | +85.4% | +49.3% |
| All | +24.3% | -61.9% | +86.2% | +49.3% |
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