+25.3%
DECK vs GTLB
-63.6%
+88.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -0.8% | -9.6% | +8.8% | +1.0% |
| 30D | +4.9% | -15.5% | +20.4% | +8.0% |
| 3M | -5.8% | +12.4% | -18.2% | -8.5% |
| 6M | -8.6% | +84.6% | -93.1% | -20.0% |
| YTD | -14.7% | +26.1% | -40.8% | -20.7% |
| 1Y | +6.9% | +1.7% | +5.2% | +3.5% |
| 3Y | -16.2% | +6.1% | -22.3% | -23.3% |
| 5Y | +25.3% | -61.1% | +86.4% | +15.3% |
| All | +25.3% | -63.6% | +88.9% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling