+200.1%
GDDY vs DKS
+206.3%
-6.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.3% |
| 7D | -3.2% | -2.0% | -1.2% | -2.7% |
| 30D | +6.8% | -32.7% | +39.5% | +14.3% |
| 3M | +30.5% | -38.8% | +69.3% | +42.6% |
| 6M | +13.3% | -29.4% | +42.8% | +19.2% |
| YTD | -21.0% | -30.3% | +9.3% | -16.9% |
| 1Y | -34.0% | -39.6% | +5.6% | -28.7% |
| 3Y | +33.1% | +32.2% | +0.9% | +15.5% |
| 5Y | +30.3% | +15.1% | +15.2% | +11.1% |
| All | +200.1% | +206.3% | -6.2% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling