-22.9%
GIS vs DECK
-0.5%
-22.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.3% | -1.1% |
| 7D | -8.1% | -3.7% | -4.4% | -7.3% |
| 30D | +5.3% | +0.6% | +4.7% | +5.1% |
| 3M | -10.5% | -7.3% | -3.2% | -9.2% |
| 6M | +1.8% | -10.9% | +12.7% | +4.3% |
| YTD | -22.9% | -18.5% | -4.5% | -20.9% |
| 1Y | -22.9% | +0.2% | -23.1% | -23.9% |
| All | -22.9% | -0.5% | -22.5% | -23.9% |
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