+478.8%
GLW vs DECK
+885.7%
-406.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.5% | -11.4% | -12.5% |
| 7D | -19.7% | +6.0% | -25.8% | -20.9% |
| 30D | -38.8% | +7.4% | -46.2% | -40.0% |
| 3M | -33.9% | -11.7% | -22.2% | -32.2% |
| 6M | -36.0% | -11.0% | -25.0% | -35.2% |
| YTD | +18.7% | -15.4% | +34.1% | +21.0% |
| 1Y | +19.8% | +7.2% | +12.5% | +14.4% |
| 3Y | +294.3% | -11.8% | +306.1% | +266.4% |
| 5Y | +205.7% | +24.3% | +181.4% | +145.3% |
| All | +478.8% | +885.7% | -406.9% | +198.3% |
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