+15.5%
GEHC vs DKS
+31.3%
-15.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.0% | +3.0% | -7.0% | -4.6% |
| 30D | -2.0% | -30.5% | +28.6% | +4.8% |
| 3M | +8.0% | -35.7% | +43.7% | +17.5% |
| 6M | -12.8% | -29.7% | +16.9% | -7.4% |
| YTD | -15.9% | -28.9% | +12.9% | -11.1% |
| 1Y | -6.9% | -35.9% | +29.0% | +0.7% |
| 3Y | 0.0% | +28.2% | -28.2% | -3.2% |
| All | +15.5% | +31.3% | -15.8% | +9.1% |
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