+80.3%
GSK vs DECK
+718.3%
-638.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | -2.2% | -13.6% | +11.4% | -0.9% |
| 3M | -1.8% | -21.2% | +19.4% | +0.2% |
| 6M | -10.6% | -21.1% | +10.5% | -8.9% |
| YTD | +4.4% | -17.2% | +21.7% | +5.8% |
| 1Y | +30.4% | -30.7% | +61.2% | +33.8% |
| 3Y | +60.1% | -3.4% | +63.4% | +55.2% |
| 5Y | +46.8% | +25.5% | +21.2% | +35.7% |
| All | +80.3% | +718.3% | -638.0% | +44.4% |
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 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