+129.7%
GLDM vs DECK
-3.0%
+132.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -0.9% |
| 7D | -0.5% | -2.2% | +1.7% | -0.6% |
| 30D | +4.4% | -13.6% | +18.0% | +4.2% |
| 3M | -1.1% | -21.2% | +20.2% | -1.3% |
| 6M | -13.7% | -21.1% | +7.4% | -14.0% |
| YTD | +2.8% | -17.2% | +20.0% | +2.9% |
| 1Y | +24.8% | -30.7% | +55.6% | +25.0% |
| All | +129.7% | -3.0% | +132.7% | +127.2% |
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