+30.7%
DKS vs GGLL
+328.4%
-297.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -0.4% | +1.9% | -2.3% | -0.7% |
| 30D | -36.6% | -9.7% | -26.9% | -35.6% |
| 3M | -37.6% | -18.0% | -19.6% | -36.3% |
| 6M | -32.1% | +15.3% | -47.3% | -35.3% |
| YTD | -32.3% | +2.2% | -34.5% | -34.4% |
| 1Y | -39.5% | +73.1% | -112.6% | -47.3% |
| 3Y | +27.7% | +242.7% | -215.0% | -7.2% |
| All | +30.7% | +328.4% | -297.7% | -4.5% |
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 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