+38.2%
GLW vs DKS
-29.9%
+68.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.4% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | -18.2% | +8.9% | -27.1% | -18.6% |
| 3M | -24.2% | -26.4% | +2.2% | -21.8% |
| 6M | -41.7% | -31.1% | -10.7% | -39.5% |
| YTD | +38.3% | -22.8% | +61.1% | +39.3% |
| 1Y | +38.2% | -29.5% | +67.7% | +40.2% |
| All | +38.2% | -29.9% | +68.1% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling