-39.6%
DKS vs GFI
+26.4%
-66.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -2.0% | -4.9% | +2.8% | -1.6% |
| 30D | -32.7% | +10.7% | -43.5% | -33.9% |
| 3M | -38.8% | +25.6% | -64.4% | -41.1% |
| 6M | -29.4% | -8.3% | -21.2% | -30.1% |
| YTD | -30.3% | +6.3% | -36.6% | -32.2% |
| 1Y | -39.6% | +22.1% | -61.7% | -42.0% |
| All | -39.6% | +26.4% | -66.0% | -42.0% |
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