+29.8%
DKS vs GPC
+7.2%
+22.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | +9.4% | +0.4% | +9.1% | +9.3% |
| 30D | +9.8% | -1.8% | +11.6% | +10.8% |
| 3M | -29.3% | -6.6% | -22.7% | -26.9% |
| 6M | -32.6% | +21.3% | -53.9% | -39.8% |
| YTD | -22.6% | +4.3% | -26.9% | -26.7% |
| 1Y | -29.8% | +3.3% | -33.1% | -33.2% |
| 3Y | +43.2% | +0.8% | +42.4% | +29.9% |
| 5Y | +29.8% | +7.4% | +22.4% | -2.4% |
| All | +29.8% | +7.2% | +22.6% | -2.4% |
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