+159.7%
GILD vs DKS
+206.3%
-46.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.9% |
| 7D | -4.8% | -2.0% | -2.8% | -4.7% |
| 30D | +5.8% | -32.7% | +38.5% | +8.5% |
| 3M | +14.9% | -38.8% | +53.7% | +18.8% |
| 6M | -0.4% | -29.4% | +29.1% | +1.7% |
| YTD | +18.5% | -30.3% | +48.8% | +21.0% |
| 1Y | +25.1% | -39.6% | +64.7% | +29.0% |
| 3Y | +105.9% | +32.2% | +73.7% | +96.4% |
| 5Y | +143.0% | +15.1% | +127.9% | +130.1% |
| All | +159.7% | +206.3% | -46.6% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling