+185.7%
GS vs DECK
+25.5%
+160.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | +0.9% | -2.2% | +3.2% | +1.4% |
| 30D | -1.6% | -13.6% | +12.0% | +1.4% |
| 3M | -4.5% | -21.2% | +16.8% | 0.0% |
| 6M | +20.9% | -21.1% | +42.0% | +26.1% |
| YTD | +19.9% | -17.2% | +37.1% | +23.3% |
| 1Y | +41.4% | -30.7% | +72.2% | +50.3% |
| 3Y | +239.2% | -3.4% | +242.5% | +217.1% |
| All | +185.7% | +25.5% | +160.2% | +127.6% |
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 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