+28.5%
DECK vs GPC
+8.4%
+20.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.1% |
| 7D | +10.4% | +4.1% | +6.2% | +8.2% |
| 30D | +11.1% | +0.1% | +11.0% | +10.9% |
| 3M | -10.8% | -3.9% | -6.9% | -9.1% |
| 6M | -8.7% | +24.4% | -33.1% | -18.9% |
| YTD | -14.0% | +5.7% | -19.7% | -18.9% |
| 1Y | +12.0% | +6.8% | +5.3% | +5.1% |
| 3Y | -10.5% | +3.8% | -14.2% | -19.1% |
| 5Y | +28.5% | +9.2% | +19.3% | -2.9% |
| All | +28.5% | +8.4% | +20.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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