-55.4%
GTLB vs DKS
+22.5%
-77.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.0% |
| 7D | -6.6% | -2.9% | -3.7% | -5.4% |
| 30D | +13.7% | -37.7% | +51.5% | +34.2% |
| 3M | +52.9% | -38.9% | +91.8% | +81.3% |
| 6M | +88.5% | -31.1% | +119.6% | +108.2% |
| YTD | +23.4% | -31.8% | +55.3% | +35.6% |
| 1Y | -3.8% | -38.0% | +34.2% | +8.3% |
| 3Y | -11.5% | +28.6% | -40.1% | -43.6% |
| All | -55.4% | +22.5% | -77.9% | -75.7% |
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