+205.0%
GM vs DECK
-13.4%
+218.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.3% |
| 7D | -1.4% | +5.8% | -7.2% | -2.5% |
| 30D | +6.4% | +7.9% | -1.5% | +4.8% |
| 3M | -0.7% | -11.4% | +10.7% | +1.5% |
| 6M | +9.9% | -16.6% | +26.5% | +13.5% |
| YTD | +6.7% | -16.4% | +23.0% | +9.6% |
| 1Y | +26.2% | +8.6% | +17.6% | +24.0% |
| 3Y | +205.0% | -15.1% | +220.1% | +196.3% |
| All | +205.0% | -13.4% | +218.4% | +196.3% |
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 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