+42.5%
GM vs DECK
+20.9%
+21.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +3.6% | +4.8% | -1.3% | +2.1% |
| 3M | -0.2% | -6.9% | +6.7% | +1.7% |
| 6M | +13.9% | -7.6% | +21.5% | +16.1% |
| YTD | +6.5% | -16.3% | +22.7% | +10.5% |
| 1Y | +20.7% | +4.5% | +16.2% | +17.2% |
| 3Y | +229.5% | -17.1% | +246.6% | +199.7% |
| All | +42.5% | +20.9% | +21.6% | +0.3% |
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 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