+781.3%
DECK vs GWRE
+174.7%
+606.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | -0.8% | -7.3% | +6.5% | +1.3% |
| 30D | +4.9% | -4.0% | +8.9% | +5.7% |
| 3M | -5.8% | -10.5% | +4.6% | -4.7% |
| 6M | -8.6% | +17.7% | -26.3% | -16.5% |
| YTD | -14.7% | -21.3% | +6.6% | -13.1% |
| 1Y | +6.9% | -28.0% | +34.9% | +12.3% |
| 3Y | -16.2% | +73.6% | -89.8% | -40.7% |
| 5Y | +25.3% | +26.1% | -0.8% | -2.6% |
| 10Y | +781.3% | +169.2% | +612.1% | +457.5% |
| All | +781.3% | +174.7% | +606.6% | +457.5% |
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