+51.2%
DKNG vs GGLL
+327.4%
-276.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +3.6% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -3.0% | -4.0% | +0.9% | -2.1% |
| 3M | -17.6% | -15.5% | -2.1% | -15.5% |
| 6M | -3.2% | +7.6% | -10.9% | -7.8% |
| YTD | -28.2% | +2.0% | -30.2% | -30.9% |
| 1Y | -46.1% | +63.9% | -110.0% | -55.0% |
| 3Y | -22.2% | +239.7% | -261.8% | -53.1% |
| All | +51.2% | +327.4% | -276.1% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling