+781.3%
DECK vs GFI
+1,235.9%
-454.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.5% |
| 7D | -0.8% | +2.2% | -3.0% | -0.9% |
| 30D | +4.9% | +2.2% | +2.7% | +4.8% |
| 3M | -5.8% | -4.6% | -1.2% | -5.8% |
| 6M | -8.6% | -16.7% | +8.2% | -8.3% |
| YTD | -14.7% | -9.5% | -5.3% | -15.1% |
| 1Y | +6.9% | -6.8% | +13.7% | +6.3% |
| 3Y | -16.2% | +223.7% | -239.9% | -20.7% |
| 5Y | +25.3% | +321.8% | -296.5% | +15.2% |
| 10Y | +781.3% | +1,354.1% | -572.8% | +713.7% |
| All | +781.3% | +1,235.9% | -454.6% | +713.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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