+25.7%
GPN vs DKS
+206.3%
-180.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | -4.3% | -2.0% | -2.3% | -3.9% |
| 30D | 0.0% | -32.7% | +32.8% | +7.8% |
| 3M | +35.8% | -38.8% | +74.6% | +49.5% |
| 6M | +22.0% | -29.4% | +51.4% | +29.3% |
| YTD | +15.2% | -30.3% | +45.5% | +22.2% |
| 1Y | +3.5% | -39.6% | +43.1% | +13.2% |
| 3Y | -26.9% | +32.2% | -59.1% | -35.3% |
| 5Y | -44.2% | +15.1% | -59.3% | -51.3% |
| All | +25.7% | +206.3% | -180.6% | -26.0% |
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