+13.3%
GDDY vs DKS
-30.2%
+43.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.7% |
| 7D | -3.2% | -3.0% | -0.2% | -3.0% |
| 30D | +6.8% | -33.4% | +40.2% | +8.7% |
| 3M | +30.5% | -39.4% | +69.8% | +31.1% |
| 6M | +13.3% | -30.1% | +43.4% | +14.6% |
| All | +13.3% | -30.2% | +43.5% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling