-38.7%
GLXY vs DECK
-30.4%
-8.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +6.0% | -23.0% | -18.0% |
| 7D | -26.8% | +10.4% | -37.2% | -28.5% |
| 30D | -38.3% | +11.1% | -49.4% | -39.8% |
| 3M | -36.9% | -10.8% | -26.1% | -35.5% |
| 6M | -52.1% | -8.7% | -43.4% | -51.6% |
| YTD | -37.5% | -14.0% | -23.5% | -35.2% |
| 1Y | -55.2% | +12.0% | -67.2% | -56.7% |
| All | -38.7% | -30.4% | -8.3% | -35.4% |
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