+0.2%
DECK vs GFI
-8.1%
+8.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.7% | +0.4% | -4.0% |
| 7D | -3.7% | -5.4% | +1.8% | -3.2% |
| 30D | +0.6% | -1.5% | +2.1% | +0.6% |
| 3M | -7.3% | -10.2% | +2.8% | -7.0% |
| 6M | -10.9% | -19.3% | +8.3% | -11.1% |
| YTD | -18.5% | -13.7% | -4.7% | -23.6% |
| 1Y | +0.2% | -12.1% | +12.3% | -6.5% |
| All | +0.2% | -8.1% | +8.2% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling