+399.9%
GH vs DKS
+390.5%
+9.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +1.0% |
| 7D | -2.1% | -0.4% | -1.6% | -2.0% |
| 30D | -4.5% | -36.6% | +32.2% | +5.8% |
| 3M | +28.9% | -37.6% | +66.5% | +43.0% |
| 6M | +76.5% | -32.1% | +108.6% | +90.1% |
| YTD | +57.6% | -32.3% | +89.9% | +69.5% |
| 1Y | +167.5% | -39.5% | +207.0% | +193.6% |
| 3Y | +377.4% | +27.7% | +349.7% | +297.6% |
| 5Y | +23.8% | +15.0% | +8.8% | +0.4% |
| All | +399.9% | +390.5% | +9.4% | +134.0% |
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