+230.7%
GM vs DKS
+457.3%
-226.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -1.1% | -2.9% | +1.8% | -0.2% |
| 30D | -4.6% | -37.7% | +33.1% | +8.3% |
| 3M | +0.2% | -38.9% | +39.1% | +14.0% |
| 6M | +12.6% | -31.1% | +43.7% | +22.7% |
| YTD | +3.7% | -31.8% | +35.5% | +13.2% |
| 1Y | +45.6% | -38.0% | +83.7% | +63.2% |
| 3Y | +162.0% | +28.6% | +133.3% | +120.1% |
| 5Y | +80.5% | +12.5% | +67.9% | +49.5% |
| 10Y | +231.3% | +198.3% | +33.0% | +72.6% |
| All | +230.7% | +457.3% | -226.6% | +16.1% |
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