+170.5%
GM vs DKS
+29.1%
+141.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -2.4% | -3.0% | +0.5% | -1.7% |
| 30D | -1.1% | -33.4% | +32.3% | +7.8% |
| 3M | +6.1% | -39.4% | +45.5% | +18.4% |
| 6M | +15.0% | -30.1% | +45.1% | +22.5% |
| YTD | +6.0% | -31.0% | +36.9% | +13.3% |
| 1Y | +47.1% | -40.2% | +87.3% | +63.0% |
| 3Y | +170.5% | +30.9% | +139.5% | +95.4% |
| All | +170.5% | +29.1% | +141.4% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling