+679.4%
GIS vs DECK
+7,820.9%
-7,141.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +21.0% | -21.2% | +42.2% | +21.6% |
| 6M | -9.1% | -21.1% | +12.0% | -8.6% |
| YTD | -13.6% | -17.2% | +3.6% | -13.3% |
| 1Y | -18.0% | -30.7% | +12.7% | -17.5% |
| 3Y | -33.7% | -3.4% | -30.3% | -34.0% |
| 5Y | -19.4% | +25.5% | -45.0% | -20.6% |
| 10Y | -21.3% | +714.7% | -735.9% | -26.1% |
| All | +679.4% | +7,820.9% | -7,141.5% | +595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling