+152.4%
DKNG vs GFI
+924.8%
-772.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +4.3% |
| 7D | +3.0% | -2.7% | +5.7% | +3.3% |
| 30D | -3.0% | +13.2% | -16.3% | -4.0% |
| 3M | -17.6% | +28.5% | -46.1% | -19.3% |
| 6M | -3.2% | -6.2% | +2.9% | -3.4% |
| YTD | -28.2% | +8.7% | -36.9% | -29.5% |
| 1Y | -46.1% | +24.8% | -70.9% | -47.9% |
| 3Y | -22.2% | +298.0% | -320.2% | -34.4% |
| 5Y | -60.4% | +546.0% | -606.4% | -69.3% |
| All | +152.4% | +924.8% | -772.4% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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