+337.8%
DKS vs GWRE
+736.4%
-398.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -4.7% | -30.9% | +26.2% | +2.8% |
| 30D | -35.1% | -20.7% | -14.4% | -32.1% |
| 3M | -37.7% | +20.2% | -57.9% | -41.1% |
| 6M | -30.7% | -11.9% | -18.9% | -30.8% |
| YTD | -31.9% | -30.3% | -1.6% | -28.5% |
| 1Y | -40.0% | -44.6% | +4.6% | -33.2% |
| 3Y | +28.4% | +48.8% | -20.4% | +6.5% |
| 5Y | +12.4% | +14.8% | -2.3% | -3.3% |
| 10Y | +197.8% | +128.1% | +69.8% | +116.2% |
| All | +337.8% | +736.4% | -398.5% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling