+708.5%
DKS vs GNRC
+2,020.8%
-1,312.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.6% |
| 7D | -4.7% | -0.7% | -4.0% | -4.6% |
| 30D | -35.1% | -15.8% | -19.2% | -31.8% |
| 3M | -37.7% | -24.0% | -13.7% | -33.5% |
| 6M | -30.7% | -13.8% | -17.0% | -29.6% |
| YTD | -31.9% | +33.2% | -65.1% | -39.8% |
| 1Y | -40.0% | -1.8% | -38.2% | -42.4% |
| 3Y | +28.4% | +57.7% | -29.3% | +3.7% |
| 5Y | +12.4% | -59.7% | +72.2% | +26.1% |
| 10Y | +197.8% | +430.7% | -232.9% | +54.7% |
| All | +708.5% | +2,020.8% | -1,312.3% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling