+227.2%
DKS vs GAP
+1.5%
+225.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | +6.3% | -1.9% | +8.2% | +7.2% |
| 30D | +9.3% | -7.1% | +16.4% | +12.6% |
| 3M | -25.3% | +4.1% | -29.4% | -26.9% |
| 6M | -29.2% | +1.9% | -31.1% | -30.9% |
| YTD | -22.7% | -15.2% | -7.5% | -19.6% |
| 1Y | -30.1% | -10.6% | -19.5% | -29.1% |
| 3Y | +45.6% | +74.6% | -28.9% | +0.7% |
| 5Y | +28.5% | +3.7% | +24.8% | +2.3% |
| All | +227.2% | +1.5% | +225.7% | +93.0% |
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