+39.2%
GH vs DECK
+25.8%
+13.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.5% | -7.4% | -8.3% |
| 7D | -17.2% | +6.0% | -23.2% | -19.4% |
| 30D | -10.1% | +7.4% | -17.6% | -13.3% |
| 3M | -6.0% | -11.7% | +5.7% | -1.9% |
| 6M | +71.4% | -11.0% | +82.4% | +76.5% |
| YTD | +50.2% | -15.4% | +65.6% | +55.4% |
| 1Y | +61.4% | +7.2% | +54.2% | +48.0% |
| 3Y | +435.2% | -11.8% | +447.0% | +344.4% |
| 5Y | +39.2% | +24.3% | +14.9% | -28.6% |
| All | +39.2% | +25.8% | +13.5% | -28.6% |
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