+49.6%
DECK vs GTLB
-48.0%
+97.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +4.9% | -0.3% |
| 7D | +6.0% | -13.5% | +19.5% | +8.8% |
| 30D | +7.4% | -5.1% | +12.6% | +8.2% |
| 3M | -11.7% | +35.5% | -47.1% | -17.2% |
| 6M | -11.0% | +97.2% | -108.2% | -23.0% |
| YTD | -15.4% | +30.5% | -45.9% | -21.7% |
| 1Y | +7.2% | +6.9% | +0.4% | +2.9% |
| 3Y | -11.8% | +15.7% | -27.5% | -20.6% |
| 5Y | +24.3% | -60.3% | +84.7% | +16.2% |
| All | +49.6% | -48.0% | +97.7% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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