-16.4%
GFS vs DKS
+28.7%
-45.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | -7.8% | -2.1% | -5.7% | -7.4% |
| 30D | -19.7% | +7.3% | -27.0% | -22.2% |
| 3M | -23.1% | -28.4% | +5.3% | -16.4% |
| 6M | -46.4% | -36.9% | -9.5% | -39.1% |
| YTD | +11.0% | -27.3% | +38.4% | +18.7% |
| 1Y | +12.6% | -33.2% | +45.9% | +24.1% |
| 3Y | -24.9% | +32.2% | -57.1% | -40.7% |
| 5Y | -39.1% | +22.3% | -61.3% | -57.0% |
| All | -16.4% | +28.7% | -45.1% | -41.0% |
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