+382.5%
GLW vs DKS
+9.4%
+373.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.9% | +12.4% | +8.4% |
| 7D | +14.0% | -0.4% | +14.5% | +14.0% |
| 30D | +0.4% | -36.6% | +37.0% | +7.8% |
| 3M | -11.3% | -37.6% | +26.3% | -4.9% |
| 6M | +35.1% | -32.1% | +67.1% | +42.1% |
| YTD | +90.5% | -32.3% | +122.9% | +100.4% |
| 1Y | +132.0% | -39.5% | +171.5% | +149.0% |
| 3Y | +463.3% | +27.7% | +435.7% | +400.8% |
| 5Y | +382.5% | +15.0% | +367.5% | +300.5% |
| All | +382.5% | +9.4% | +373.1% | +300.5% |
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