+67.6%
DECK vs FGI
-70.4%
+138.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -6.0% | +1.4% |
| 7D | -2.2% | +0.5% | -2.8% | -2.2% |
| 30D | -13.6% | +65.4% | -79.0% | -16.0% |
| 3M | -21.2% | +23.5% | -44.7% | -23.0% |
| 6M | -21.1% | +60.5% | -81.6% | -24.3% |
| YTD | -17.2% | +30.0% | -47.2% | -20.2% |
| 1Y | -30.7% | +82.1% | -112.8% | -34.6% |
| 3Y | -3.4% | -4.4% | +1.0% | -7.1% |
| All | +67.6% | -70.4% | +138.0% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling