+274.8%
CG vs DKS
+226.4%
+48.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +0.2% |
| 7D | +0.2% | +6.3% | -6.1% | -1.7% |
| 30D | +11.2% | +9.3% | +1.9% | +8.1% |
| 3M | -22.1% | -25.3% | +3.2% | -16.7% |
| 6M | -17.9% | -29.2% | +11.3% | -11.4% |
| YTD | -31.3% | -22.7% | -8.6% | -28.2% |
| 1Y | -24.0% | -30.1% | +6.1% | -17.9% |
| 3Y | +45.0% | +45.6% | -0.7% | +21.1% |
| 5Y | -22.6% | +28.5% | -51.1% | -36.3% |
| All | +274.8% | +226.4% | +48.4% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling