-49.3%
DKNG vs GGLL
+80.0%
-129.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -4.9% | -4.8% | -0.2% | -4.5% |
| 30D | +10.3% | -13.7% | +24.0% | +11.7% |
| 3M | -5.4% | -21.9% | +16.5% | -3.3% |
| 6M | -5.6% | +11.7% | -17.2% | -7.7% |
| YTD | -30.3% | +2.3% | -32.6% | -31.7% |
| 1Y | -49.3% | +76.2% | -125.5% | -52.8% |
| All | -49.3% | +80.0% | -129.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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