-17.4%
GIS vs DECK
+11.2%
-28.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.0% | -0.8% | +3.9% |
| 7D | +8.5% | +10.4% | -1.9% | +6.2% |
| 30D | +15.3% | +11.1% | +4.2% | +12.8% |
| 3M | +0.9% | -10.8% | +11.7% | +3.1% |
| 6M | +7.9% | -8.7% | +16.7% | +9.8% |
| YTD | -17.6% | -14.0% | -3.5% | -16.2% |
| 1Y | -17.4% | +12.0% | -29.4% | -21.4% |
| All | -17.4% | +11.2% | -28.6% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling