+5.8%
GLXY vs DKS
-24.2%
+30.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -8.9% | -4.7% | -4.2% | -8.8% |
| 30D | +19.9% | -35.1% | +54.9% | +24.7% |
| 3M | -20.0% | -37.7% | +17.8% | -16.3% |
| 6M | +10.5% | -30.7% | +41.3% | +11.7% |
| YTD | +7.9% | -31.9% | +39.8% | +10.5% |
| 1Y | -7.5% | -40.0% | +32.5% | -5.5% |
| All | +5.8% | -24.2% | +30.1% | +12.3% |
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