-35.9%
DKS vs GME
-15.8%
-20.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +3.0% | +7.2% | -4.2% | +1.9% |
| 30D | -30.5% | +0.8% | -31.3% | -30.6% |
| 3M | -35.7% | -14.0% | -21.7% | -34.2% |
| 6M | -29.7% | -19.7% | -10.0% | -27.2% |
| YTD | -28.9% | -4.6% | -24.3% | -29.0% |
| 1Y | -35.9% | -14.3% | -21.5% | -34.4% |
| All | -35.9% | -15.8% | -20.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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