-9.1%
GIS vs DECK
-21.9%
+12.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.9% |
| 7D | -7.8% | -2.2% | -5.6% | -7.3% |
| 30D | +6.6% | -13.6% | +20.2% | +10.5% |
| 3M | +21.0% | -21.2% | +42.2% | +27.6% |
| 6M | -9.1% | -21.1% | +12.0% | -4.5% |
| All | -9.1% | -21.9% | +12.8% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling