+492.6%
GEV vs DECK
-44.8%
+537.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.8% |
| 7D | -9.8% | +5.8% | -15.5% | -11.3% |
| 30D | -22.3% | +7.9% | -30.2% | -24.1% |
| 3M | -22.6% | -11.4% | -11.2% | -20.4% |
| 6M | -30.7% | -16.6% | -14.2% | -28.4% |
| YTD | +18.7% | -16.4% | +35.1% | +21.4% |
| 1Y | +41.0% | +8.6% | +32.4% | +31.0% |
| All | +492.6% | -44.8% | +537.4% | +544.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling