+486.7%
GS vs DKS
+224.7%
+262.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | -2.1% | -1.1% | -2.7% |
| 30D | -2.4% | +7.3% | -9.8% | -4.2% |
| 3M | -15.7% | -28.4% | +12.7% | -10.7% |
| 6M | -6.8% | -36.9% | +30.1% | +1.4% |
| YTD | -0.1% | -27.3% | +27.3% | +4.6% |
| 1Y | +12.1% | -33.2% | +45.3% | +19.7% |
| 3Y | +185.8% | +32.2% | +153.6% | +147.9% |
| 5Y | +140.1% | +22.3% | +117.8% | +101.5% |
| All | +486.7% | +224.7% | +262.0% | +215.1% |
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