+652.8%
GS vs DKS
+210.1%
+442.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.9% | +3.0% | -2.1% | +0.2% |
| 30D | -1.6% | -30.5% | +29.0% | +5.5% |
| 3M | -4.5% | -35.7% | +31.2% | +4.1% |
| 6M | +20.9% | -29.7% | +50.6% | +28.2% |
| YTD | +19.9% | -28.9% | +48.7% | +26.6% |
| 1Y | +41.4% | -35.9% | +77.3% | +52.6% |
| 3Y | +239.2% | +28.2% | +211.0% | +197.1% |
| 5Y | +185.0% | +11.8% | +173.2% | +145.0% |
| All | +652.8% | +210.1% | +442.7% | +315.2% |
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