-14.1%
DECK vs GFI
+199.7%
-213.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.5% | -1.6% |
| 7D | +6.0% | +7.7% | -1.7% | +5.9% |
| 30D | +7.4% | +4.6% | +2.9% | +7.4% |
| 3M | -11.7% | +3.8% | -15.4% | -11.7% |
| 6M | -11.0% | -7.3% | -3.6% | -11.2% |
| YTD | -15.4% | -8.8% | -6.6% | -16.2% |
| 1Y | +7.2% | +4.3% | +2.9% | +6.7% |
| All | -14.1% | +199.7% | -213.8% | -10.5% |
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 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