+24.6%
DECK vs GFI
+390.3%
-365.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.2% |
| 7D | +5.8% | +19.0% | -13.2% | +5.6% |
| 30D | +7.9% | +11.8% | -3.9% | +7.7% |
| 3M | -11.4% | +7.3% | -18.7% | -11.5% |
| 6M | -16.6% | -13.3% | -3.3% | -16.8% |
| YTD | -16.4% | -5.6% | -10.8% | -16.9% |
| 1Y | +8.6% | +9.2% | -0.6% | +8.1% |
| 3Y | -15.1% | +213.7% | -228.9% | -15.7% |
| All | +24.6% | +390.3% | -365.7% | +23.4% |
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