+37.1%
GFS vs DKS
-39.1%
+76.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.7% |
| 7D | +2.6% | -0.4% | +3.1% | +2.7% |
| 30D | -16.4% | -36.6% | +20.2% | -7.7% |
| 3M | -41.6% | -37.6% | -4.0% | -35.7% |
| 6M | -3.7% | -32.1% | +28.4% | +2.9% |
| YTD | +29.3% | -32.3% | +61.6% | +37.6% |
| 1Y | +37.1% | -39.5% | +76.6% | +49.7% |
| All | +37.1% | -39.1% | +76.2% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling