+748.8%
DECK vs GWRE
+167.6%
+581.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | +0.1% | -2.0% | +2.1% | +0.6% |
| 30D | +4.8% | -4.1% | +8.9% | +5.7% |
| 3M | -6.9% | -13.4% | +6.4% | -4.9% |
| 6M | -7.6% | +26.0% | -33.5% | -17.5% |
| YTD | -16.3% | -21.3% | +5.0% | -14.6% |
| 1Y | +4.5% | -27.5% | +32.0% | +9.5% |
| 3Y | -17.1% | +72.7% | -89.8% | -41.4% |
| 5Y | +21.9% | +26.4% | -4.5% | -5.4% |
| All | +748.8% | +167.6% | +581.2% | +428.1% |
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