+246.5%
GM vs DECK
+718.1%
-471.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.4% |
| 7D | +1.9% | -2.2% | +4.2% | +2.6% |
| 30D | -1.4% | -13.6% | +12.2% | +2.9% |
| 3M | +5.9% | -21.2% | +27.1% | +13.2% |
| 6M | +12.4% | -21.1% | +33.5% | +19.9% |
| YTD | +8.6% | -17.2% | +25.9% | +13.2% |
| 1Y | +52.6% | -30.7% | +83.4% | +65.9% |
| 3Y | +169.7% | -3.4% | +173.0% | +144.7% |
| 5Y | +87.5% | +25.5% | +62.0% | +51.9% |
| 10Y | +233.0% | +714.7% | -481.7% | +59.8% |
| All | +246.5% | +718.1% | -471.7% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling