+215.1%
GM vs DECK
+806.8%
-591.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -3.8% | -0.8% | -3.0% | -3.5% |
| 30D | +7.9% | +4.9% | +3.1% | +6.1% |
| 3M | -0.3% | -5.8% | +5.5% | +1.7% |
| 6M | +18.6% | -8.6% | +27.1% | +21.6% |
| YTD | +10.0% | -14.7% | +24.8% | +14.2% |
| 1Y | +25.9% | +6.9% | +19.0% | +20.3% |
| 3Y | +241.2% | -16.2% | +257.4% | +217.6% |
| 5Y | +50.0% | +25.3% | +24.8% | +11.4% |
| 10Y | +215.1% | +781.3% | -566.2% | +25.9% |
| All | +215.1% | +806.8% | -591.7% | +25.9% |
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