-1.8%
DECK vs GTLB
+0.5%
-2.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -2.2% | +11.1% | -13.3% | -4.1% |
| 30D | -13.6% | +37.8% | -51.4% | -18.7% |
| 3M | -21.2% | +61.6% | -82.8% | -28.2% |
| 6M | -21.1% | +98.9% | -120.0% | -31.6% |
| YTD | -17.2% | +32.8% | -50.0% | -22.4% |
| 1Y | -30.7% | +14.7% | -45.4% | -33.5% |
| All | -1.8% | +0.5% | -2.2% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling