+104.8%
GLD vs DECK
-12.4%
+117.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | +1.9% | +6.0% | -4.1% | +1.9% |
| 30D | -1.8% | +7.4% | -9.2% | -1.7% |
| 3M | -3.6% | -11.7% | +8.0% | -3.8% |
| 6M | -10.2% | -11.0% | +0.7% | -10.3% |
| YTD | -5.3% | -15.4% | +10.1% | -5.2% |
| 1Y | +2.5% | +7.2% | -4.8% | +2.6% |
| All | +104.8% | -12.4% | +117.2% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling