+103.2%
GLD vs DKS
+31.1%
+72.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | -2.1% | +6.8% | +4.7% |
| 30D | -0.9% | +7.3% | -8.2% | -1.1% |
| 3M | -4.4% | -28.4% | +24.0% | -3.9% |
| 6M | -13.6% | -36.9% | +23.3% | -12.8% |
| YTD | -6.0% | -27.3% | +21.3% | -5.3% |
| 1Y | +1.8% | -33.2% | +35.0% | +2.5% |
| 3Y | +103.2% | +32.2% | +71.0% | +92.1% |
| All | +103.2% | +31.1% | +72.1% | +92.1% |
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 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