+877.2%
DECK vs GRMN
+668.8%
+208.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +5.8% | +4.7% | +1.0% | +3.2% |
| 30D | +7.9% | +3.4% | +4.5% | +5.7% |
| 3M | -11.4% | -5.0% | -6.4% | -9.3% |
| 6M | -16.6% | +18.6% | -35.1% | -25.2% |
| YTD | -16.4% | +42.5% | -58.9% | -33.0% |
| 1Y | +8.6% | +42.3% | -33.7% | -13.0% |
| 3Y | -15.1% | +158.5% | -173.6% | -54.1% |
| 5Y | +22.9% | +123.6% | -100.7% | -28.5% |
| All | +877.2% | +668.8% | +208.4% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling