-2.4%
GFS vs DKS
+26.0%
-28.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | +1.0% | +3.0% | -2.0% | -0.1% |
| 30D | -8.6% | -30.5% | +21.9% | +1.4% |
| 3M | -46.5% | -35.7% | -10.9% | -39.3% |
| 6M | -4.8% | -29.7% | +24.9% | +4.2% |
| YTD | +29.7% | -28.9% | +58.5% | +41.0% |
| 1Y | +35.8% | -35.9% | +71.7% | +52.7% |
| 3Y | -18.3% | +28.2% | -46.5% | -34.4% |
| All | -2.4% | +26.0% | -28.4% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling