+27.6%
DECK vs GFI
+410.4%
-382.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.8% | -0.5% | +4.2% |
| 7D | +6.4% | +18.0% | -11.6% | +6.2% |
| 30D | +9.1% | +11.5% | -2.4% | +8.9% |
| 3M | -7.2% | +2.8% | -10.0% | -7.3% |
| 6M | -9.9% | -6.4% | -3.5% | -10.2% |
| YTD | -12.8% | -1.1% | -11.7% | -13.4% |
| 1Y | +10.6% | +10.8% | -0.2% | +9.9% |
| 3Y | -13.8% | +248.8% | -262.6% | -14.5% |
| 5Y | +27.6% | +407.7% | -380.1% | +26.2% |
| All | +27.6% | +410.4% | -382.8% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling