+208.4%
GLD vs DKS
+237.0%
-28.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -2.7% |
| 7D | +2.8% | +9.4% | -6.6% | +2.7% |
| 30D | -4.0% | +9.8% | -13.7% | -4.0% |
| 3M | -8.2% | -29.3% | +21.0% | -8.1% |
| 6M | -14.8% | -32.6% | +17.7% | -14.7% |
| YTD | -6.8% | -22.6% | +15.8% | -6.7% |
| 1Y | -2.4% | -29.8% | +27.4% | -2.2% |
| 3Y | +105.8% | +43.2% | +62.6% | +105.4% |
| 5Y | +113.3% | +29.8% | +83.5% | +113.0% |
| 10Y | +208.4% | +236.7% | -28.2% | +197.1% |
| All | +208.4% | +237.0% | -28.6% | +197.1% |
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