+342.1%
GLW vs DECK
+25.5%
+316.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.4% |
| 7D | +3.8% | -2.2% | +6.0% | +4.2% |
| 30D | -1.3% | -13.6% | +12.2% | +1.1% |
| 3M | -21.8% | -21.2% | -0.6% | -18.9% |
| 6M | +6.9% | -21.1% | +28.0% | +10.7% |
| YTD | +77.2% | -17.2% | +94.4% | +80.9% |
| 1Y | +123.2% | -30.7% | +154.0% | +135.0% |
| 3Y | +400.0% | -3.4% | +403.3% | +352.9% |
| All | +342.1% | +25.5% | +316.6% | +240.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling