+12.4%
DKS vs GAP
+3.0%
+9.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | -4.7% | -6.3% | +1.6% | -2.4% |
| 30D | -35.1% | -0.2% | -34.8% | -35.2% |
| 3M | -37.7% | 0.0% | -37.7% | -38.0% |
| 6M | -30.7% | -8.1% | -22.6% | -29.6% |
| YTD | -31.9% | -16.5% | -15.5% | -28.8% |
| 1Y | -40.0% | -10.5% | -29.5% | -39.3% |
| 3Y | +28.4% | +104.0% | -75.6% | -15.5% |
| 5Y | +12.4% | +6.8% | +5.7% | -14.5% |
| All | +12.4% | +3.0% | +9.4% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling