+478.5%
GS vs DKS
+244.9%
+233.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +3.5% |
| 7D | +0.8% | +3.8% | -3.0% | 0.0% |
| 30D | +1.2% | +8.1% | -6.9% | -0.8% |
| 3M | -12.4% | -28.6% | +16.2% | -7.0% |
| 6M | -2.3% | -33.6% | +31.3% | +5.0% |
| YTD | +4.6% | -23.8% | +28.4% | +8.3% |
| 1Y | +17.5% | -30.7% | +48.3% | +24.4% |
| 3Y | +202.0% | +41.5% | +160.5% | +157.8% |
| 5Y | +152.4% | +23.0% | +129.3% | +112.0% |
| 10Y | +478.5% | +236.0% | +242.6% | +205.4% |
| All | +478.5% | +244.9% | +233.6% | +205.4% |
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 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