+741.1%
DECK vs GFI
+1,021.4%
-280.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.6% |
| 7D | -2.2% | +3.1% | -5.4% | -2.3% |
| 30D | -13.6% | +27.1% | -40.7% | -14.2% |
| 3M | -21.2% | +21.2% | -42.4% | -21.7% |
| 6M | -21.1% | -4.5% | -16.6% | -21.3% |
| YTD | -17.2% | +11.7% | -29.0% | -18.0% |
| 1Y | -30.7% | +46.0% | -76.8% | -31.9% |
| 3Y | -3.4% | +309.6% | -312.9% | -8.7% |
| 5Y | +25.5% | +506.0% | -480.5% | +14.9% |
| All | +741.1% | +1,021.4% | -280.3% | +730.0% |
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