+38.0%
GEV vs DECK
+10.4%
+27.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -5.9% | -7.5% |
| 7D | -13.2% | +6.0% | -19.2% | -13.3% |
| 30D | -25.1% | +7.4% | -32.5% | -25.2% |
| 3M | -24.3% | -11.7% | -12.6% | -24.1% |
| 6M | -29.6% | -11.0% | -18.6% | -29.9% |
| YTD | +18.2% | -15.4% | +33.5% | +19.0% |
| 1Y | +38.0% | +7.2% | +30.8% | +47.1% |
| All | +38.0% | +10.4% | +27.6% | +47.1% |
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