-35.4%
GFS vs DECK
+31.2%
-66.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.0% | -11.9% | -8.0% |
| 7D | -12.5% | +10.4% | -22.9% | -15.6% |
| 30D | -16.9% | +11.1% | -28.0% | -20.2% |
| 3M | -22.3% | -10.8% | -11.5% | -19.7% |
| 6M | -40.2% | -8.7% | -31.5% | -39.6% |
| YTD | +16.0% | -14.0% | +30.0% | +17.7% |
| 1Y | +17.7% | +12.0% | +5.6% | +7.0% |
| 3Y | -23.4% | -10.5% | -12.9% | -34.1% |
| 5Y | -35.4% | +28.5% | -63.9% | -59.2% |
| All | -35.4% | +31.2% | -66.6% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling