+47.2%
DKS vs GGLL
+195.8%
-148.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.5% |
| 7D | +3.8% | +6.3% | -2.5% | +3.0% |
| 30D | +8.1% | -35.1% | +43.2% | +13.9% |
| 3M | -28.6% | -37.7% | +9.1% | -24.4% |
| 6M | -33.6% | -54.1% | +20.5% | -27.0% |
| YTD | -23.8% | -29.4% | +5.7% | -23.0% |
| 1Y | -30.7% | -13.4% | -17.3% | -32.9% |
| 3Y | +41.5% | +158.3% | -116.8% | +6.2% |
| All | +47.2% | +195.8% | -148.6% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling