-17.3%
GIS vs DECK
+753.0%
-770.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +6.9% | +4.8% | +2.1% | +6.7% |
| 3M | -10.1% | -6.9% | -3.2% | -10.0% |
| 6M | +5.9% | -7.6% | +13.4% | +6.1% |
| YTD | -21.1% | -16.3% | -4.8% | -20.8% |
| 1Y | -22.5% | +4.5% | -27.0% | -22.4% |
| 3Y | -39.0% | -17.1% | -21.9% | -39.1% |
| 5Y | -33.3% | +21.9% | -55.2% | -34.3% |
| All | -17.3% | +753.0% | -770.2% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling