-35.9%
DKS vs GGLL
+80.0%
-115.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +3.0% | -4.8% | +7.8% | +3.4% |
| 30D | -30.5% | -13.7% | -16.8% | -29.7% |
| 3M | -35.7% | -21.9% | -13.8% | -34.5% |
| 6M | -29.7% | +11.7% | -41.3% | -31.8% |
| YTD | -28.9% | +2.3% | -31.1% | -30.7% |
| 1Y | -35.9% | +76.2% | -112.0% | -45.7% |
| All | -35.9% | +80.0% | -115.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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