+15.5%
GEHC vs DECK
+34.4%
-19.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -4.0% | -2.2% | -1.8% | -3.6% |
| 30D | -2.0% | -13.6% | +11.6% | +0.9% |
| 3M | +8.0% | -21.2% | +29.2% | +13.1% |
| 6M | -12.8% | -21.1% | +8.3% | -8.8% |
| YTD | -15.9% | -17.2% | +1.3% | -13.2% |
| 1Y | -6.9% | -30.7% | +23.8% | -1.3% |
| 3Y | 0.0% | -3.4% | +3.3% | -0.1% |
| All | +15.5% | +34.4% | -19.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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