-20.7%
GLXY vs DKS
-27.7%
+7.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.3% | +13.5% | +13.1% |
| 7D | +14.3% | +1.3% | +13.0% | +14.5% |
| 30D | -19.6% | +8.9% | -28.5% | -16.3% |
| 3M | -20.7% | -26.4% | +5.7% | -23.9% |
| All | -20.7% | -27.7% | +7.1% | -23.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling