-0.8%
GFS vs DKS
+20.7%
-21.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +4.5% | -2.9% | +7.4% | +5.5% |
| 30D | -8.2% | -37.7% | +29.5% | +6.0% |
| 3M | -38.9% | -38.9% | +0.1% | -29.3% |
| 6M | -2.9% | -31.1% | +28.2% | +6.9% |
| YTD | +31.8% | -31.8% | +63.6% | +45.3% |
| 1Y | +43.1% | -38.0% | +81.2% | +62.7% |
| 3Y | -20.6% | +28.6% | -49.3% | -36.6% |
| All | -0.8% | +20.7% | -21.6% | -27.8% |
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