+527.6%
DECK vs GWRE
+863.6%
-336.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.2% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | +7.9% | -1.6% | +9.4% | +8.0% |
| 3M | -11.4% | +0.9% | -12.3% | -13.3% |
| 6M | -16.6% | +23.1% | -39.7% | -24.0% |
| YTD | -16.4% | -19.7% | +3.3% | -15.7% |
| 1Y | +8.6% | -25.0% | +33.7% | +11.7% |
| 3Y | -15.1% | +78.7% | -93.9% | -36.0% |
| 5Y | +22.9% | +28.4% | -5.6% | -0.2% |
| 10Y | +895.7% | +184.0% | +711.7% | +546.8% |
| All | +527.6% | +863.6% | -336.1% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling