+12.5%
DKS vs GPC
+30.9%
-18.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.5% |
| 30D | -37.7% | +1.3% | -39.0% | -38.3% |
| 3M | -38.9% | +37.1% | -76.0% | -48.9% |
| 6M | -31.1% | +23.2% | -54.3% | -39.1% |
| YTD | -31.8% | +13.1% | -44.9% | -38.1% |
| 1Y | -38.0% | +0.9% | -38.9% | -39.9% |
| 3Y | +28.6% | -0.8% | +29.4% | +19.4% |
| 5Y | +12.5% | +31.1% | -18.6% | -22.7% |
| All | +12.5% | +30.9% | -18.3% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling