-17.1%
DECK vs GWRE
+74.3%
-91.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | +0.1% | -2.0% | +2.1% | +0.4% |
| 30D | +4.8% | -4.1% | +8.9% | +5.3% |
| 3M | -6.9% | -13.4% | +6.4% | -6.0% |
| 6M | -7.6% | +26.0% | -33.5% | -12.1% |
| YTD | -16.3% | -21.3% | +5.0% | -13.3% |
| 1Y | +4.5% | -27.5% | +32.0% | +10.4% |
| 3Y | -17.1% | +72.7% | -89.8% | -32.3% |
| All | -17.1% | +74.3% | -91.4% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling