-1.8%
DECK vs GFI
+319.2%
-320.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.5% |
| 7D | -2.2% | +3.1% | -5.4% | -2.2% |
| 30D | -13.6% | +27.1% | -40.7% | -13.4% |
| 3M | -21.2% | +21.2% | -42.4% | -21.2% |
| 6M | -21.1% | -4.5% | -16.6% | -21.9% |
| YTD | -17.2% | +11.7% | -29.0% | -17.8% |
| 1Y | -30.7% | +46.0% | -76.8% | -30.3% |
| All | -1.8% | +319.2% | -320.9% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling