+730.7%
DECK vs GWRE
+155.5%
+575.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -19.9% | +21.5% | +7.3% |
| 7D | -2.2% | -21.1% | +18.9% | +3.7% |
| 30D | -13.6% | +1.3% | -14.9% | -15.2% |
| 3M | -21.2% | +7.4% | -28.7% | -24.7% |
| 6M | -21.1% | +5.6% | -26.7% | -26.0% |
| YTD | -17.2% | -19.2% | +2.0% | -15.6% |
| 1Y | -30.7% | -25.1% | -5.6% | -28.4% |
| 3Y | -3.4% | +87.7% | -91.1% | -33.5% |
| 5Y | +25.5% | +32.0% | -6.5% | -3.5% |
| All | +730.7% | +155.5% | +575.2% | +433.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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