+192.6%
DKS vs GRMN
+646.1%
-453.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.7% | -1.8% | -2.9% | -3.8% |
| 30D | -35.1% | -12.1% | -23.0% | -30.2% |
| 3M | -37.7% | +18.0% | -55.7% | -43.7% |
| 6M | -30.7% | +13.7% | -44.5% | -36.4% |
| YTD | -31.9% | +35.3% | -67.2% | -43.8% |
| 1Y | -40.0% | +17.2% | -57.3% | -46.5% |
| 3Y | +28.4% | +179.6% | -151.2% | -37.0% |
| 5Y | +12.4% | +75.6% | -63.1% | -26.9% |
| All | +192.6% | +646.1% | -453.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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