+199.6%
DKS vs GFI
+1,066.8%
-867.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.4% |
| 7D | -2.0% | -4.9% | +2.8% | -1.9% |
| 30D | -32.7% | +10.7% | -43.5% | -33.1% |
| 3M | -38.8% | +25.6% | -64.4% | -39.4% |
| 6M | -29.4% | -8.3% | -21.2% | -29.5% |
| YTD | -30.3% | +6.3% | -36.6% | -30.8% |
| 1Y | -39.6% | +22.1% | -61.7% | -40.3% |
| 3Y | +32.2% | +289.2% | -257.0% | +25.4% |
| 5Y | +15.1% | +531.7% | -516.6% | +7.1% |
| All | +199.6% | +1,066.8% | -867.3% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling