+45.6%
DKS vs GME
+106.8%
-61.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.7% |
| 7D | +6.3% | +2.9% | +3.4% | +6.2% |
| 30D | +9.3% | -4.8% | +14.1% | +9.5% |
| 3M | -25.3% | +39.2% | -64.5% | -26.2% |
| 6M | -29.2% | +17.1% | -46.3% | -29.7% |
| YTD | -22.7% | +28.7% | -51.5% | -23.5% |
| 1Y | -30.1% | +23.3% | -53.4% | -30.8% |
| 3Y | +45.6% | +112.9% | -67.3% | +32.5% |
| All | +45.6% | +106.8% | -61.2% | +32.5% |
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