+32.2%
DKS vs GGLL
+154.9%
-122.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -2.1% | +3.1% | -5.2% | -2.5% |
| 30D | +7.3% | -36.3% | +43.7% | +13.3% |
| 3M | -28.4% | -40.4% | +11.9% | -23.9% |
| 6M | -36.9% | -54.6% | +17.7% | -30.5% |
| YTD | -27.3% | -31.1% | +3.8% | -26.6% |
| 1Y | -33.2% | -19.2% | -14.0% | -34.9% |
| 3Y | +32.2% | +151.5% | -119.4% | +3.8% |
| All | +32.2% | +154.9% | -122.8% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling