+129.7%
GLDM vs DKS
+29.1%
+100.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -0.5% | +3.0% | -3.5% | -0.6% |
| 30D | +4.4% | -30.5% | +34.9% | +5.1% |
| 3M | -1.1% | -35.7% | +34.6% | -0.2% |
| 6M | -13.7% | -29.7% | +16.0% | -13.0% |
| YTD | +2.8% | -28.9% | +31.6% | +3.6% |
| 1Y | +24.8% | -35.9% | +60.7% | +25.8% |
| All | +129.7% | +29.1% | +100.5% | +123.3% |
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