-19.2%
DKNG vs GFS
+15.5%
-34.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.9% | +11.3% | +5.0% |
| 7D | +13.8% | -12.5% | +26.4% | +13.1% |
| 30D | +17.9% | -16.9% | +34.8% | +16.9% |
| 3M | -2.1% | -22.3% | +20.1% | -3.0% |
| 6M | -2.0% | -40.2% | +38.3% | -6.4% |
| YTD | -32.9% | +16.0% | -48.9% | -36.9% |
| 1Y | -19.2% | +17.7% | -36.9% | -24.6% |
| All | -19.2% | +15.5% | -34.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling