+401.3%
GH vs DECK
+368.6%
+32.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.4% |
| 7D | -0.1% | -2.2% | +2.2% | +0.8% |
| 30D | -1.1% | -13.6% | +12.5% | +4.4% |
| 3M | +21.3% | -21.2% | +42.6% | +31.8% |
| 6M | +73.5% | -21.1% | +94.6% | +87.5% |
| YTD | +58.0% | -17.2% | +75.3% | +65.8% |
| 1Y | +163.1% | -30.7% | +193.8% | +191.2% |
| 3Y | +361.0% | -3.4% | +364.4% | +301.8% |
| 5Y | +22.5% | +25.5% | -3.0% | -11.7% |
| All | +401.3% | +368.6% | +32.7% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling