-43.8%
GPN vs DKS
+13.6%
-57.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 3M | +35.4% | -39.4% | +74.8% | +50.6% |
| 6M | +21.7% | -30.1% | +51.8% | +29.6% |
| YTD | +14.9% | -31.0% | +45.8% | +22.5% |
| 1Y | +3.2% | -40.2% | +43.4% | +13.9% |
| 3Y | -27.1% | +30.9% | -58.1% | -37.0% |
| All | -43.8% | +13.6% | -57.5% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling