-7.8%
GFS vs DKS
+33.1%
-40.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | +17.2% | +3.3% | +14.0% | +16.0% |
| 30D | -8.7% | +5.9% | -14.6% | -11.1% |
| 3M | -19.7% | -27.4% | +7.8% | -12.8% |
| 6M | -40.7% | -32.6% | -8.1% | -34.2% |
| YTD | +22.5% | -24.8% | +47.4% | +29.5% |
| 1Y | +25.2% | -32.8% | +58.1% | +38.0% |
| 3Y | -17.7% | +39.1% | -56.7% | -36.2% |
| 5Y | -23.5% | +25.0% | -48.5% | -46.6% |
| All | -7.8% | +33.1% | -40.9% | -35.6% |
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 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