+144.9%
GILD vs DECK
+21.3%
+123.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.9% | -2.6% |
| 7D | -2.2% | -2.3% | +0.2% | -2.0% |
| 30D | +10.1% | -15.2% | +25.3% | +11.2% |
| 3M | +15.2% | -24.7% | +39.9% | +17.2% |
| 6M | +3.1% | -20.8% | +23.9% | +4.5% |
| YTD | +20.9% | -20.3% | +41.3% | +22.3% |
| 1Y | +29.8% | -29.5% | +59.3% | +31.9% |
| 3Y | +113.0% | -6.0% | +119.0% | +106.6% |
| 5Y | +144.9% | +23.5% | +121.3% | +122.7% |
| All | +144.9% | +21.3% | +123.6% | +122.7% |
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