+30.9%
DKS vs GNRC
+61.6%
-30.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.6% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -33.4% | -15.7% | -17.6% | -30.3% |
| 3M | -39.4% | -27.3% | -12.0% | -34.7% |
| 6M | -30.1% | -12.1% | -18.0% | -29.8% |
| YTD | -31.0% | +37.1% | -68.1% | -40.6% |
| 1Y | -40.2% | -0.5% | -39.7% | -43.3% |
| 3Y | +30.9% | +61.5% | -30.6% | +2.5% |
| All | +30.9% | +61.6% | -30.7% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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