+570.3%
GH vs DKS
+44.7%
+525.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.4% |
| 7D | +0.6% | +6.3% | -5.8% | -0.3% |
| 30D | -6.9% | +9.3% | -16.2% | -8.3% |
| 3M | -4.9% | -25.3% | +20.4% | -1.3% |
| 6M | +54.1% | -29.2% | +83.2% | +60.9% |
| YTD | +48.5% | -22.7% | +71.3% | +51.9% |
| 1Y | +61.2% | -30.1% | +91.3% | +67.8% |
| 3Y | +570.3% | +45.6% | +524.7% | +401.6% |
| All | +570.3% | +44.7% | +525.7% | +401.6% |
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