-4.8%
GFS vs DKS
-30.7%
+25.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.0% | +3.0% | -2.0% | +0.6% |
| 30D | -8.6% | -30.5% | +21.9% | -2.8% |
| 3M | -46.5% | -35.7% | -10.9% | -42.1% |
| 6M | -4.8% | -29.7% | +24.9% | -1.5% |
| All | -4.8% | -30.7% | +25.9% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling