+227.2%
DKS vs GPC
+74.9%
+152.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.5% |
| 7D | +6.3% | +0.4% | +5.9% | +6.0% |
| 30D | +9.3% | -6.3% | +15.6% | +14.1% |
| 3M | -25.3% | -8.2% | -17.1% | -21.2% |
| 6M | -29.2% | +27.1% | -56.3% | -40.8% |
| YTD | -22.7% | +3.1% | -25.9% | -27.3% |
| 1Y | -30.1% | +0.1% | -30.2% | -32.9% |
| 3Y | +45.6% | +0.2% | +45.4% | +31.7% |
| 5Y | +28.5% | +4.9% | +23.6% | +9.9% |
| All | +227.2% | +74.9% | +152.4% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling