+5,598.1%
DKS vs GME
+1,111.3%
+4,486.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.5% | +0.2% |
| 7D | -2.9% | +4.8% | -7.7% | -3.4% |
| 30D | -37.7% | +5.9% | -43.6% | -38.1% |
| 3M | -38.9% | -10.7% | -28.2% | -38.3% |
| 6M | -31.1% | -19.8% | -11.3% | -29.7% |
| YTD | -31.8% | -0.9% | -30.9% | -32.1% |
| 1Y | -38.0% | -15.7% | -22.4% | -37.3% |
| 3Y | +28.6% | +12.3% | +16.3% | +9.4% |
| 5Y | +12.5% | -60.1% | +72.6% | +1.3% |
| 10Y | +198.3% | +265.3% | -67.0% | -13.7% |
| All | +5,598.1% | +1,111.3% | +4,486.8% | +1,055.3% |
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