+851.8%
GLW vs DKS
+206.3%
+645.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.5% |
| 7D | +7.8% | -2.0% | +9.9% | +8.2% |
| 30D | -0.4% | -32.7% | +32.3% | +6.8% |
| 3M | -5.6% | -38.8% | +33.2% | +2.9% |
| 6M | +26.7% | -29.4% | +56.2% | +33.4% |
| YTD | +91.0% | -30.3% | +121.4% | +101.5% |
| 1Y | +122.4% | -39.6% | +162.0% | +141.6% |
| 3Y | +471.0% | +32.2% | +438.8% | +398.3% |
| 5Y | +385.6% | +15.1% | +370.5% | +316.0% |
| All | +851.8% | +206.3% | +645.5% | +445.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling