-47.6%
DKNG vs GFS
0.0%
-47.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.2% | +3.6% |
| 7D | +3.0% | +3.8% | -0.8% | +1.7% |
| 30D | -3.0% | -11.7% | +8.7% | +1.3% |
| 3M | -17.6% | -41.8% | +24.2% | -2.1% |
| 6M | -3.2% | +6.6% | -9.9% | -15.0% |
| YTD | -28.2% | +34.6% | -62.9% | -45.1% |
| 1Y | -46.1% | +46.2% | -92.2% | -60.7% |
| 3Y | -22.2% | -20.3% | -1.9% | -28.1% |
| All | -47.6% | 0.0% | -47.6% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling