-20.1%
GFS vs DKS
+44.7%
-64.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.4% |
| 7D | +7.4% | +6.3% | +1.1% | +5.6% |
| 30D | -15.3% | +9.3% | -24.6% | -17.7% |
| 3M | -21.1% | -25.3% | +4.2% | -15.8% |
| 6M | -44.5% | -29.2% | -15.3% | -39.9% |
| YTD | +19.2% | -22.7% | +42.0% | +24.4% |
| 1Y | +27.2% | -30.1% | +57.4% | +37.0% |
| 3Y | -20.1% | +45.6% | -65.8% | -24.6% |
| All | -20.1% | +44.7% | -64.8% | -24.6% |
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 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