+263.4%
GSK vs DKS
+6,292.4%
-6,029.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.8% | +3.0% | -4.8% | -2.1% |
| 30D | -2.2% | -30.5% | +28.4% | +0.7% |
| 3M | -1.8% | -35.7% | +33.9% | +1.9% |
| 6M | -10.6% | -29.7% | +19.1% | -8.2% |
| YTD | +4.4% | -28.9% | +33.3% | +7.0% |
| 1Y | +30.4% | -35.9% | +66.3% | +34.8% |
| 3Y | +60.1% | +28.2% | +31.9% | +51.0% |
| 5Y | +46.8% | +11.8% | +35.0% | +36.9% |
| 10Y | +79.2% | +211.6% | -132.4% | +39.4% |
| All | +263.4% | +6,292.4% | -6,029.0% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling