+5,588.7%
DKS vs GFI
+683.3%
+4,905.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -4.7% | -5.1% | +0.4% | -4.4% |
| 30D | -35.1% | +13.4% | -48.5% | -35.8% |
| 3M | -37.7% | +36.2% | -74.0% | -39.3% |
| 6M | -30.7% | -9.8% | -20.9% | -30.7% |
| YTD | -31.9% | +7.7% | -39.6% | -32.9% |
| 1Y | -40.0% | +27.2% | -67.2% | -41.7% |
| 3Y | +28.4% | +300.3% | -271.9% | +12.8% |
| 5Y | +12.4% | +539.8% | -527.4% | -6.6% |
| 10Y | +197.8% | +1,058.5% | -860.7% | +124.5% |
| All | +5,588.7% | +683.3% | +4,905.4% | +3,850.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling