+548.7%
GS vs DECK
+937.4%
-388.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.0% | -2.4% | +2.0% |
| 7D | +0.3% | +10.4% | -10.1% | -2.3% |
| 30D | +3.9% | +11.1% | -7.2% | +0.9% |
| 3M | -11.4% | -10.8% | -0.7% | -9.0% |
| 6M | +3.7% | -8.7% | +12.4% | +5.2% |
| YTD | +7.1% | -14.0% | +21.2% | +9.6% |
| 1Y | +19.7% | +12.0% | +7.6% | +13.6% |
| 3Y | +202.8% | -10.5% | +213.3% | +185.0% |
| 5Y | +156.7% | +28.5% | +128.2% | +107.0% |
| 10Y | +548.7% | +923.3% | -374.6% | +221.2% |
| All | +548.7% | +937.4% | -388.7% | +221.2% |
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