-22.2%
DKNG vs GFS
-19.7%
-2.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.2% | +3.9% |
| 7D | +3.0% | +3.8% | -0.8% | +2.3% |
| 30D | -3.0% | -11.7% | +8.7% | -0.6% |
| 3M | -17.6% | -41.8% | +24.2% | -9.3% |
| 6M | -3.2% | +6.6% | -9.9% | -12.7% |
| YTD | -28.2% | +34.6% | -62.9% | -41.6% |
| 1Y | -46.1% | +46.2% | -92.2% | -57.7% |
| 3Y | -22.2% | -20.3% | -1.9% | -27.3% |
| All | -22.2% | -19.7% | -2.5% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling