+163.1%
GH vs DKS
-32.3%
+195.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.2% |
| 7D | -0.1% | +3.0% | -3.1% | 0.0% |
| 30D | -1.1% | -30.5% | +29.5% | -1.3% |
| 3M | +21.3% | -35.7% | +57.0% | +21.3% |
| 6M | +73.5% | -29.7% | +103.2% | +75.1% |
| YTD | +58.0% | -28.9% | +86.9% | +61.4% |
| 1Y | +163.1% | -35.9% | +198.9% | +158.3% |
| All | +163.1% | -32.3% | +195.4% | +158.3% |
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