+29.3%
DKS vs GPC
-1.1%
+30.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.6% |
| 30D | -37.7% | +1.3% | -39.0% | -38.2% |
| 3M | -38.9% | +37.1% | -76.0% | -46.4% |
| 6M | -31.1% | +23.2% | -54.3% | -37.0% |
| YTD | -31.8% | +13.1% | -44.9% | -36.7% |
| 1Y | -38.0% | +0.9% | -38.9% | -39.6% |
| All | +29.3% | -1.1% | +30.4% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling