+152.4%
DKNG vs GFI
+902.1%
-749.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.4% |
| 7D | +3.0% | -4.9% | +7.9% | +3.4% |
| 30D | -3.0% | +10.7% | -13.7% | -3.8% |
| 3M | -17.6% | +25.6% | -43.2% | -19.2% |
| 6M | -3.2% | -8.3% | +5.0% | -3.2% |
| YTD | -28.2% | +6.3% | -34.5% | -29.4% |
| 1Y | -46.1% | +22.1% | -68.1% | -47.8% |
| 3Y | -22.2% | +289.2% | -311.4% | -34.3% |
| 5Y | -60.4% | +531.7% | -592.1% | -69.2% |
| All | +152.4% | +902.1% | -749.6% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling