-33.2%
GIS vs DECK
+24.2%
-57.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -1.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | +6.6% | +4.9% | +1.7% | +6.4% |
| 3M | -8.1% | -5.8% | -2.3% | -7.9% |
| 6M | +4.9% | -8.6% | +13.5% | +5.3% |
| YTD | -21.4% | -14.7% | -6.6% | -21.1% |
| 1Y | -21.6% | +6.9% | -28.5% | -21.4% |
| 3Y | -39.3% | -16.2% | -23.1% | -39.4% |
| 5Y | -33.2% | +25.3% | -58.5% | -36.2% |
| All | -33.2% | +24.2% | -57.4% | -36.2% |
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 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