+104.6%
GD vs DKS
+29.6%
+75.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.6% | +1.3% | -0.7% | +0.5% |
| 30D | +9.5% | +8.9% | +0.6% | +8.6% |
| 3M | -5.8% | -26.4% | +20.5% | -3.7% |
| 6M | +7.7% | -31.1% | +38.8% | +10.6% |
| YTD | +11.1% | -22.8% | +33.8% | +12.6% |
| 1Y | +6.1% | -29.5% | +35.6% | +8.4% |
| 3Y | +59.8% | +42.8% | +17.0% | +50.0% |
| 5Y | +104.6% | +29.2% | +75.4% | +86.2% |
| All | +104.6% | +29.6% | +75.1% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling