+7.0%
GD vs DKS
-30.4%
+37.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | -1.9% | +9.4% | -11.3% | -2.5% |
| 30D | +10.9% | +9.8% | +1.1% | +10.2% |
| 3M | -6.8% | -29.3% | +22.5% | -4.5% |
| 6M | +7.0% | -32.6% | +39.6% | +9.6% |
| YTD | +11.1% | -22.6% | +33.7% | +12.5% |
| 1Y | +7.0% | -29.8% | +36.9% | +9.0% |
| All | +7.0% | -30.4% | +37.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling