-35.9%
DKS vs GFI
+45.3%
-81.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.3% |
| 7D | +3.0% | +3.1% | -0.1% | +2.7% |
| 30D | -30.5% | +27.1% | -57.6% | -32.9% |
| 3M | -35.7% | +21.2% | -56.9% | -37.8% |
| 6M | -29.7% | -4.5% | -25.2% | -30.6% |
| YTD | -28.9% | +11.7% | -40.6% | -31.3% |
| 1Y | -35.9% | +46.0% | -81.9% | -38.3% |
| All | -35.9% | +45.3% | -81.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling