-40.2%
DKS vs GME
-11.9%
-28.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.9% |
| 7D | -3.0% | +10.4% | -13.3% | -4.4% |
| 30D | -33.4% | +14.1% | -47.4% | -34.7% |
| 3M | -39.4% | -4.6% | -34.7% | -39.0% |
| 6M | -30.1% | -13.5% | -16.6% | -28.5% |
| YTD | -31.0% | +5.3% | -36.3% | -31.9% |
| 1Y | -40.2% | -14.9% | -25.3% | -38.7% |
| All | -40.2% | -11.9% | -28.3% | -38.7% |
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