+52.3%
GM vs DKS
-32.3%
+84.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | +1.7% | +3.0% | -1.3% | +1.2% |
| 30D | -1.6% | -30.5% | +29.0% | +4.9% |
| 3M | +5.7% | -35.7% | +41.4% | +14.8% |
| 6M | +12.2% | -29.7% | +41.9% | +17.2% |
| YTD | +8.4% | -28.9% | +37.3% | +13.4% |
| 1Y | +52.3% | -35.9% | +88.2% | +63.6% |
| All | +52.3% | -32.3% | +84.6% | +63.6% |
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