+29.3%
DKS vs GME
+11.4%
+17.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.5% | +0.5% |
| 7D | -2.9% | +4.8% | -7.7% | -3.1% |
| 30D | -37.7% | +5.9% | -43.6% | -37.9% |
| 3M | -38.9% | -10.7% | -28.2% | -38.7% |
| 6M | -31.1% | -19.8% | -11.3% | -30.6% |
| YTD | -31.8% | -0.9% | -30.9% | -31.8% |
| 1Y | -38.0% | -15.7% | -22.4% | -37.7% |
| All | +29.3% | +11.4% | +17.9% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling