+606.9%
GEV vs DKS
-36.5%
+643.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -1.9% | -4.7% | +2.8% | -0.6% |
| 30D | -8.7% | -35.1% | +26.4% | +2.2% |
| 3M | +6.6% | -37.7% | +44.3% | +20.2% |
| 6M | +10.2% | -30.7% | +41.0% | +18.6% |
| YTD | +41.6% | -31.9% | +73.6% | +52.6% |
| 1Y | +43.9% | -40.0% | +83.9% | +62.1% |
| All | +606.9% | -36.5% | +643.4% | +768.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling