-27.1%
GPN vs DKS
+29.1%
-56.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -4.6% | -3.0% | -1.6% | -3.9% |
| 30D | -0.3% | -33.4% | +33.1% | +8.0% |
| 3M | +35.4% | -39.4% | +74.8% | +50.2% |
| 6M | +21.7% | -30.1% | +51.8% | +29.1% |
| YTD | +14.9% | -31.0% | +45.8% | +21.9% |
| 1Y | +3.2% | -40.2% | +43.4% | +13.5% |
| 3Y | -27.1% | +30.9% | -58.1% | -42.3% |
| All | -27.1% | +29.1% | -56.3% | -42.3% |
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