+2,064.0%
GS vs DECK
+58,741.3%
-56,677.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +0.9% | -2.2% | +3.2% | +1.4% |
| 30D | -1.6% | -13.6% | +12.0% | +1.0% |
| 3M | -4.5% | -21.2% | +16.8% | -0.6% |
| 6M | +20.9% | -21.1% | +42.0% | +25.6% |
| YTD | +19.9% | -17.2% | +37.1% | +22.9% |
| 1Y | +41.4% | -30.7% | +72.2% | +48.8% |
| 3Y | +239.2% | -3.4% | +242.5% | +224.7% |
| 5Y | +185.0% | +25.5% | +159.5% | +154.4% |
| 10Y | +655.0% | +714.7% | -59.7% | +372.4% |
| All | +2,064.0% | +58,741.3% | -56,677.2% | +687.4% |
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