-54.8%
GTLB vs DKS
+24.1%
-78.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -5.7% | -3.0% | -2.7% | -4.5% |
| 30D | +15.1% | -33.4% | +48.5% | +32.1% |
| 3M | +65.5% | -39.4% | +104.8% | +96.9% |
| 6M | +102.9% | -30.1% | +133.0% | +122.7% |
| YTD | +25.2% | -31.0% | +56.2% | +36.9% |
| 1Y | -5.5% | -40.2% | +34.6% | +8.5% |
| 3Y | -10.9% | +30.9% | -41.8% | -43.7% |
| All | -54.8% | +24.1% | -78.8% | -75.5% |
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 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