-18.0%
GIS vs DECK
+25.5%
-43.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.5% |
| 7D | -7.8% | -2.2% | -5.6% | -7.8% |
| 30D | +6.6% | -13.6% | +20.2% | +7.1% |
| 3M | +21.0% | -21.2% | +42.2% | +21.8% |
| 6M | -9.1% | -21.1% | +12.0% | -8.5% |
| YTD | -13.6% | -17.2% | +3.6% | -13.2% |
| 1Y | -18.0% | -30.7% | +12.7% | -17.7% |
| 3Y | -33.7% | -3.4% | -30.3% | -33.7% |
| All | -18.0% | +25.5% | -43.6% | -19.7% |
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