+49.8%
GSK vs DKS
+13.0%
+36.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -3.6% | -2.9% | -0.7% | -3.4% |
| 30D | -5.9% | -37.7% | +31.8% | -3.8% |
| 3M | -4.3% | -38.9% | +34.7% | -2.0% |
| 6M | -10.8% | -31.1% | +20.3% | -9.3% |
| YTD | +1.8% | -31.8% | +33.6% | +3.5% |
| 1Y | +23.5% | -38.0% | +61.5% | +26.0% |
| 3Y | +49.5% | +28.6% | +20.9% | +45.3% |
| All | +49.8% | +13.0% | +36.8% | +42.8% |
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