+52.0%
DECK vs GTLB
-44.4%
+96.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +6.0% |
| 7D | +10.4% | -9.7% | +20.0% | +12.4% |
| 30D | +11.1% | +1.7% | +9.4% | +10.5% |
| 3M | -10.8% | +43.6% | -54.3% | -17.2% |
| 6M | -8.7% | +113.0% | -121.7% | -22.2% |
| YTD | -14.0% | +39.5% | -53.6% | -21.5% |
| 1Y | +12.0% | +12.6% | -0.6% | +6.5% |
| 3Y | -10.5% | +23.6% | -34.1% | -20.3% |
| 5Y | +28.5% | -56.0% | +84.5% | +18.2% |
| All | +52.0% | -44.4% | +96.4% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling