+199.5%
GLD vs DECK
+937.4%
-737.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.0% | -2.3% | +3.6% |
| 7D | -0.3% | +10.4% | -10.6% | -0.4% |
| 30D | -1.9% | +11.1% | -13.0% | -2.0% |
| 3M | -0.4% | -10.8% | +10.3% | -0.4% |
| 6M | -10.2% | -8.7% | -1.4% | -10.1% |
| YTD | -6.0% | -14.0% | +8.0% | -5.9% |
| 1Y | +2.8% | +12.0% | -9.2% | +2.6% |
| 3Y | +101.6% | -10.5% | +112.0% | +100.9% |
| 5Y | +122.2% | +28.5% | +93.7% | +120.2% |
| 10Y | +199.5% | +923.3% | -723.8% | +193.1% |
| All | +199.5% | +937.4% | -737.9% | +193.1% |
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