+44.0%
GPN vs DECK
+874.1%
-830.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.9% |
| 7D | +0.6% | +5.8% | -5.2% | -1.2% |
| 30D | +20.1% | +7.9% | +12.3% | +17.3% |
| 3M | +11.4% | -11.4% | +22.8% | +15.1% |
| 6M | +40.8% | -16.6% | +57.4% | +48.0% |
| YTD | +27.1% | -16.4% | +43.5% | +32.1% |
| 1Y | +29.2% | +8.6% | +20.6% | +24.0% |
| 3Y | -9.4% | -15.1% | +5.8% | -13.2% |
| 5Y | -25.1% | +22.9% | -48.0% | -39.4% |
| All | +44.0% | +874.1% | -830.1% | -23.1% |
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