+216.0%
GLD vs DECK
+718.3%
-502.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -0.5% | -2.2% | +1.7% | -0.5% |
| 30D | +4.4% | -13.6% | +18.0% | +4.5% |
| 3M | -1.1% | -21.2% | +20.2% | -0.9% |
| 6M | -13.8% | -21.1% | +7.3% | -13.7% |
| YTD | +2.6% | -17.2% | +19.9% | +2.8% |
| 1Y | +24.5% | -30.7% | +55.3% | +24.9% |
| 3Y | +125.8% | -3.4% | +129.2% | +124.6% |
| 5Y | +137.8% | +25.5% | +112.2% | +135.6% |
| All | +216.0% | +718.3% | -502.2% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling