+839.4%
DECK vs GFI
+1,145.5%
-306.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -0.5% |
| 7D | +6.8% | +10.4% | -3.6% | +6.5% |
| 30D | +8.3% | +3.6% | +4.7% | +8.2% |
| 3M | -7.9% | -5.1% | -2.8% | -7.8% |
| 6M | -10.6% | -13.0% | +2.4% | -10.5% |
| YTD | -13.4% | -8.0% | -5.4% | -13.8% |
| 1Y | +12.5% | -5.0% | +17.5% | +11.8% |
| 3Y | -14.9% | +228.8% | -243.6% | -19.2% |
| 5Y | +27.5% | +354.4% | -326.9% | +17.4% |
| 10Y | +839.4% | +1,238.7% | -399.3% | +771.8% |
| All | +839.4% | +1,145.5% | -306.1% | +771.8% |
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