+562.0%
GLW vs DKS
+235.2%
+326.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.5% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | -18.2% | +8.9% | -27.1% | -20.0% |
| 3M | -24.2% | -26.4% | +2.2% | -20.6% |
| 6M | -41.7% | -31.1% | -10.7% | -38.4% |
| YTD | +38.3% | -22.8% | +61.1% | +42.1% |
| 1Y | +38.2% | -29.5% | +67.7% | +44.7% |
| 3Y | +363.4% | +42.8% | +320.6% | +296.9% |
| 5Y | +254.6% | +29.2% | +225.4% | +195.8% |
| 10Y | +562.0% | +235.0% | +327.0% | +261.7% |
| All | +562.0% | +235.2% | +326.8% | +261.7% |
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