+5,845.5%
DKS vs GAP
+286.4%
+5,559.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +3.0% | -4.5% | +7.5% | +5.0% |
| 30D | -30.5% | +9.0% | -39.6% | -33.2% |
| 3M | -35.7% | +5.0% | -40.7% | -37.3% |
| 6M | -29.7% | -17.8% | -11.9% | -25.3% |
| YTD | -28.9% | -10.4% | -18.5% | -27.4% |
| 1Y | -35.9% | -3.4% | -32.5% | -37.1% |
| 3Y | +28.2% | +111.5% | -83.3% | -20.7% |
| 5Y | +11.8% | +8.8% | +3.0% | -14.0% |
| 10Y | +211.6% | +32.9% | +178.7% | +74.3% |
| All | +5,845.5% | +286.4% | +5,559.1% | +1,912.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling