-25.2%
GIS vs DKS
+12.8%
-38.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -8.4% | -4.7% | -3.7% | -8.2% |
| 30D | -5.2% | -35.1% | +29.9% | -4.0% |
| 3M | +8.2% | -37.7% | +45.9% | +9.7% |
| 6M | -12.0% | -30.7% | +18.7% | -11.0% |
| YTD | -18.9% | -31.9% | +13.1% | -18.0% |
| 1Y | -23.6% | -40.0% | +16.4% | -22.6% |
| 3Y | -37.6% | +28.4% | -66.0% | -38.9% |
| 5Y | -25.2% | +12.4% | -37.6% | -26.0% |
| All | -25.2% | +12.8% | -38.0% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling