+196.8%
DKS vs GME
+285.6%
-88.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.2% |
| 7D | -3.0% | +10.4% | -13.3% | -3.6% |
| 30D | -33.4% | +14.1% | -47.4% | -34.0% |
| 3M | -39.4% | -4.6% | -34.7% | -39.2% |
| 6M | -30.1% | -13.5% | -16.6% | -29.5% |
| YTD | -31.0% | +5.3% | -36.3% | -31.4% |
| 1Y | -40.2% | -14.9% | -25.3% | -39.7% |
| 3Y | +30.9% | +24.3% | +6.7% | +17.5% |
| 5Y | +14.0% | -55.6% | +69.6% | +6.0% |
| All | +196.8% | +285.6% | -88.8% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling