+57.7%
GEV vs DECK
-30.4%
+88.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.1% |
| 7D | +3.3% | -2.2% | +5.5% | +3.5% |
| 30D | -7.5% | -13.6% | +6.1% | -6.4% |
| 3M | -2.2% | -21.2% | +19.1% | -0.1% |
| 6M | +12.1% | -21.1% | +33.2% | +13.5% |
| YTD | +44.4% | -17.2% | +61.6% | +45.9% |
| 1Y | +57.7% | -30.7% | +88.4% | +57.4% |
| All | +57.7% | -30.4% | +88.1% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling