-42.6%
GFS vs DECK
+25.8%
-68.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.5% | -8.3% | -9.3% |
| 7D | -20.7% | +6.0% | -26.7% | -22.4% |
| 30D | -25.2% | +7.4% | -32.7% | -27.3% |
| 3M | -26.3% | -11.7% | -14.7% | -23.6% |
| 6M | -50.7% | -11.0% | -39.7% | -49.7% |
| YTD | +4.5% | -15.4% | +19.9% | +6.7% |
| 1Y | +2.5% | +7.2% | -4.8% | -5.2% |
| 3Y | -30.9% | -11.8% | -19.1% | -40.2% |
| 5Y | -42.6% | +24.3% | -67.0% | -63.2% |
| All | -42.6% | +25.8% | -68.4% | -63.2% |
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