-15.1%
DECK vs GWRE
+74.9%
-90.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.7% |
| 7D | +5.8% | -0.7% | +6.5% | +5.9% |
| 30D | +7.9% | -1.6% | +9.4% | +8.0% |
| 3M | -11.4% | +0.9% | -12.3% | -12.4% |
| 6M | -16.6% | +23.1% | -39.7% | -20.4% |
| YTD | -16.4% | -19.7% | +3.3% | -13.7% |
| 1Y | +8.6% | -25.0% | +33.7% | +14.1% |
| 3Y | -15.1% | +78.7% | -93.9% | -31.2% |
| All | -15.1% | +74.9% | -90.0% | -31.2% |
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