+15,401.1%
GLW vs DKS
+6,292.4%
+9,108.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +3.8% | +3.0% | +0.8% | +2.9% |
| 30D | -1.3% | -30.5% | +29.2% | +7.1% |
| 3M | -21.8% | -35.7% | +13.9% | -13.8% |
| 6M | +6.9% | -29.7% | +36.6% | +14.6% |
| YTD | +77.2% | -28.9% | +106.0% | +88.9% |
| 1Y | +123.2% | -35.9% | +159.1% | +144.2% |
| 3Y | +400.0% | +28.2% | +371.8% | +323.0% |
| 5Y | +342.8% | +11.8% | +331.0% | +265.8% |
| 10Y | +771.4% | +211.6% | +559.8% | +347.8% |
| All | +15,401.1% | +6,292.4% | +9,108.7% | +2,274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling