-12.3%
GFS vs DKS
+35.0%
-47.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.9% | 0.0% | +3.3% |
| 7D | -3.1% | +3.8% | -7.0% | -4.5% |
| 30D | -16.0% | +8.1% | -24.1% | -18.8% |
| 3M | -24.7% | -28.6% | +3.9% | -17.9% |
| 6M | -45.1% | -33.6% | -11.5% | -38.7% |
| YTD | +16.5% | -23.8% | +40.2% | +22.6% |
| 1Y | +19.3% | -30.7% | +50.1% | +30.0% |
| 3Y | -20.0% | +41.5% | -61.5% | -38.3% |
| 5Y | -32.0% | +23.0% | -55.1% | -52.7% |
| All | -12.3% | +35.0% | -47.3% | -39.1% |
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 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