-12.5%
GDDY vs DKS
-29.5%
+17.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.7% | -3.4% | +3.7% |
| 7D | +11.1% | +8.4% | +2.6% | +10.4% |
| 30D | +18.6% | +7.7% | +11.0% | +18.0% |
| 3M | +32.8% | -25.8% | +58.6% | +34.1% |
| 6M | +34.0% | -31.0% | +65.0% | +35.0% |
| YTD | -4.6% | -23.8% | +19.2% | -5.7% |
| 1Y | -12.5% | -29.8% | +17.3% | -12.2% |
| All | -12.5% | -29.5% | +17.0% | -12.2% |
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 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