+139.3%
GS vs DKS
+21.0%
+118.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | -2.1% | -1.1% | -2.8% |
| 30D | -2.4% | +7.3% | -9.8% | -3.9% |
| 3M | -15.7% | -28.4% | +12.7% | -11.3% |
| 6M | -6.8% | -36.9% | +30.1% | +0.4% |
| YTD | -0.1% | -27.3% | +27.3% | +3.9% |
| 1Y | +12.1% | -33.2% | +45.3% | +18.7% |
| 3Y | +185.8% | +32.2% | +153.6% | +154.4% |
| All | +139.3% | +21.0% | +118.3% | +103.3% |
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 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