+390.3%
GDDY vs DKS
+213.2%
+177.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.5% |
| 30D | +6.8% | -33.4% | +40.2% | +14.6% |
| 3M | +30.5% | -39.4% | +69.8% | +42.9% |
| 6M | +13.3% | -30.1% | +43.4% | +19.5% |
| YTD | -21.0% | -31.0% | +10.0% | -16.7% |
| 1Y | -34.0% | -40.2% | +6.2% | -28.5% |
| 3Y | +33.1% | +30.9% | +2.1% | +15.7% |
| 5Y | +30.3% | +14.0% | +16.3% | +11.5% |
| 10Y | +205.5% | +202.1% | +3.4% | +77.4% |
| All | +390.3% | +213.2% | +177.1% | +191.1% |
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