+74.1%
DECK vs FGI
-70.3%
+144.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.0% | +11.0% | +6.1% |
| 7D | +10.4% | +3.3% | +7.0% | +10.2% |
| 30D | +11.1% | -2.0% | +13.1% | +11.1% |
| 3M | -10.8% | +60.3% | -71.0% | -13.3% |
| 6M | -8.7% | +0.7% | -9.5% | -10.5% |
| YTD | -14.0% | +30.2% | -44.2% | -17.3% |
| 1Y | +12.0% | +44.4% | -32.3% | +7.1% |
| 3Y | -10.5% | -0.4% | -10.1% | -14.2% |
| All | +74.1% | -70.3% | +144.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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