-57.9%
DKNG vs GFI
+477.0%
-534.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.7% |
| 7D | +3.5% | -7.0% | +10.5% | +3.9% |
| 30D | -4.9% | +9.6% | -14.5% | -5.4% |
| 3M | -14.3% | +20.8% | -35.1% | -15.1% |
| 6M | -3.9% | -3.2% | -0.8% | -4.1% |
| YTD | -27.9% | +3.9% | -31.8% | -28.4% |
| 1Y | -43.5% | +20.7% | -64.2% | -44.5% |
| 3Y | -21.1% | +282.7% | -303.8% | -29.8% |
| 5Y | -57.9% | +481.6% | -539.6% | -64.3% |
| All | -57.9% | +477.0% | -534.9% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling