+6,356.9%
DKS vs GME
+1,474.3%
+4,882.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.7% |
| 7D | +6.3% | +2.9% | +3.4% | +6.0% |
| 30D | +9.3% | -4.8% | +14.1% | +9.9% |
| 3M | -25.3% | +39.2% | -64.5% | -27.9% |
| 6M | -29.2% | +17.1% | -46.3% | -30.5% |
| YTD | -22.7% | +28.7% | -51.5% | -25.1% |
| 1Y | -30.1% | +23.3% | -53.4% | -32.0% |
| 3Y | +45.6% | +112.9% | -67.3% | +15.5% |
| 5Y | +28.5% | -48.8% | +77.3% | +12.9% |
| 10Y | +235.2% | +478.2% | -242.9% | -10.6% |
| All | +6,356.9% | +1,474.3% | +4,882.7% | +1,173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling