+105.2%
GSK vs DKS
+226.4%
-121.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.3% |
| 7D | +1.1% | +6.3% | -5.2% | +0.7% |
| 30D | +6.3% | +9.3% | -3.0% | +5.7% |
| 3M | +1.8% | -25.3% | +27.1% | +3.3% |
| 6M | +1.7% | -29.2% | +30.8% | +3.4% |
| YTD | +6.5% | -22.7% | +29.3% | +7.7% |
| 1Y | +9.5% | -30.1% | +39.6% | +11.3% |
| 3Y | +65.3% | +45.6% | +19.7% | +57.6% |
| 5Y | +43.7% | +28.5% | +15.3% | +35.8% |
| All | +105.2% | +226.4% | -121.2% | +62.6% |
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