+103.6%
GSK vs DECK
+874.1%
-770.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +1.7% | +5.8% | -4.1% | +1.1% |
| 30D | +7.0% | +7.9% | -0.8% | +6.3% |
| 3M | -2.7% | -11.4% | +8.7% | -1.7% |
| 6M | +1.4% | -16.6% | +18.0% | +2.9% |
| YTD | +5.3% | -16.4% | +21.7% | +6.5% |
| 1Y | +10.6% | +8.6% | +2.0% | +9.5% |
| 3Y | +62.6% | -15.1% | +77.7% | +60.0% |
| 5Y | +41.7% | +22.9% | +18.8% | +31.5% |
| All | +103.6% | +874.1% | -770.5% | +62.9% |
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