+741.1%
DECK vs GRMN
+634.2%
+107.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -2.2% | -2.9% | +0.6% | -0.7% |
| 30D | -13.6% | -8.4% | -5.2% | -9.4% |
| 3M | -21.2% | +15.0% | -36.2% | -27.9% |
| 6M | -21.1% | +11.2% | -32.3% | -26.6% |
| YTD | -17.2% | +37.7% | -54.9% | -32.2% |
| 1Y | -30.7% | +18.5% | -49.2% | -38.5% |
| 3Y | -3.4% | +175.8% | -179.2% | -50.2% |
| 5Y | +25.5% | +75.1% | -49.6% | -16.1% |
| All | +741.1% | +634.2% | +107.0% | +166.1% |
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