+121.8%
GLDM vs DKS
+21.0%
+100.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | -4.3% | -28.4% | +24.1% | -4.2% |
| 6M | -13.4% | -36.9% | +23.5% | -13.2% |
| YTD | -5.8% | -27.3% | +21.5% | -5.6% |
| 1Y | +2.1% | -33.2% | +35.3% | +2.3% |
| 3Y | +105.0% | +32.2% | +72.9% | +106.6% |
| All | +121.8% | +21.0% | +100.7% | +123.1% |
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 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