+196.8%
DKS vs GAP
+31.2%
+165.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +0.2% |
| 7D | -3.0% | -4.1% | +1.1% | -1.4% |
| 30D | -33.4% | +6.2% | -39.6% | -35.2% |
| 3M | -39.4% | -0.7% | -38.7% | -39.5% |
| 6M | -30.1% | -7.1% | -23.0% | -29.2% |
| YTD | -31.0% | -14.1% | -16.9% | -28.5% |
| 1Y | -40.2% | -8.5% | -31.7% | -40.0% |
| 3Y | +30.9% | +115.4% | -84.4% | -17.4% |
| 5Y | +14.0% | +9.8% | +4.2% | -11.4% |
| All | +196.8% | +31.2% | +165.6% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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