-29.8%
DKS vs GGLL
-11.6%
-18.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.5% | +1.2% | +7.5% |
| 7D | +8.4% | -23.1% | +31.5% | +8.9% |
| 30D | +7.7% | -32.9% | +40.6% | +9.0% |
| 3M | -25.8% | -44.9% | +19.1% | -24.1% |
| 6M | -31.0% | -49.5% | +18.5% | -28.9% |
| YTD | -23.8% | -28.9% | +5.1% | -24.9% |
| 1Y | -29.8% | -12.2% | -17.6% | -30.5% |
| All | -29.8% | -11.6% | -18.2% | -30.5% |
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