+106.9%
GILD vs DKS
+27.5%
+79.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.0% | +2.1% |
| 7D | -3.0% | -5.1% | +2.1% | -2.7% |
| 30D | +5.8% | -34.6% | +40.5% | +8.6% |
| 3M | +17.3% | -40.3% | +57.6% | +21.3% |
| 6M | +1.6% | -30.5% | +32.1% | +3.8% |
| YTD | +20.8% | -32.5% | +53.3% | +23.4% |
| 1Y | +31.1% | -39.3% | +70.5% | +34.8% |
| 3Y | +106.9% | +23.1% | +83.7% | +85.3% |
| All | +106.9% | +27.5% | +79.3% | +85.3% |
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 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