+423.5%
GH vs DECK
+386.6%
+37.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.0% | -9.6% | -5.9% |
| 7D | -7.7% | +10.4% | -18.0% | -11.3% |
| 30D | -10.0% | +11.1% | -21.1% | -14.1% |
| 3M | +5.5% | -10.8% | +16.3% | +9.1% |
| 6M | +84.9% | -8.7% | +93.7% | +88.0% |
| YTD | +65.0% | -14.0% | +79.1% | +69.3% |
| 1Y | +71.8% | +12.0% | +59.7% | +56.8% |
| 3Y | +488.0% | -10.5% | +498.5% | +436.6% |
| 5Y | +46.8% | +28.5% | +18.4% | +4.5% |
| All | +423.5% | +386.6% | +37.0% | +107.8% |
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