+224.4%
GM vs DECK
+874.1%
-649.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.1% |
| 7D | -1.4% | +5.8% | -7.2% | -3.3% |
| 30D | +6.4% | +7.9% | -1.5% | +3.6% |
| 3M | -0.7% | -11.4% | +10.7% | +3.4% |
| 6M | +9.9% | -16.6% | +26.5% | +16.4% |
| YTD | +6.7% | -16.4% | +23.0% | +11.4% |
| 1Y | +26.2% | +8.6% | +17.6% | +19.9% |
| 3Y | +205.0% | -15.1% | +220.1% | +181.7% |
| 5Y | +53.6% | +22.9% | +30.7% | +14.7% |
| All | +224.4% | +874.1% | -649.7% | +24.0% |
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