+1,413.3%
GD vs DKS
+6,292.4%
-4,879.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -5.3% | +3.0% | -8.3% | -5.8% |
| 30D | -6.4% | -30.5% | +24.1% | -1.5% |
| 3M | +5.7% | -35.7% | +41.4% | +12.6% |
| 6M | -0.9% | -29.7% | +28.7% | +3.5% |
| YTD | +8.2% | -28.9% | +37.0% | +12.6% |
| 1Y | +13.4% | -35.9% | +49.3% | +19.8% |
| 3Y | +68.5% | +28.2% | +40.3% | +52.3% |
| 5Y | +97.2% | +11.8% | +85.3% | +75.1% |
| 10Y | +190.2% | +211.6% | -21.4% | +91.9% |
| All | +1,413.3% | +6,292.4% | -4,879.2% | +530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling