-22.4%
GEV vs DECK
-10.6%
-11.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.0% | -15.3% | -8.1% |
| 7D | -5.1% | +10.4% | -15.5% | -3.4% |
| 30D | -15.8% | +11.1% | -26.9% | -14.1% |
| 3M | -18.2% | -10.8% | -7.4% | -20.6% |
| 6M | -22.4% | -8.7% | -13.6% | -27.4% |
| All | -22.4% | -10.6% | -11.8% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling