+199.6%
DKS vs GWRE
+131.0%
+68.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -2.0% | -13.2% | +11.2% | +1.4% |
| 30D | -32.7% | -18.6% | -14.2% | -29.8% |
| 3M | -38.8% | +18.9% | -57.7% | -42.4% |
| 6M | -29.4% | -11.0% | -18.5% | -29.7% |
| YTD | -30.3% | -29.9% | -0.4% | -26.1% |
| 1Y | -39.6% | -44.3% | +4.7% | -31.4% |
| 3Y | +32.2% | +51.7% | -19.5% | +3.0% |
| 5Y | +15.1% | +15.4% | -0.3% | -5.9% |
| All | +199.6% | +131.0% | +68.6% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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