-46.9%
DKNG vs GGLL
+166.5%
-213.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | +2.1% | +7.7% | -5.6% | +0.9% |
| 30D | -0.1% | -30.2% | +30.2% | +4.6% |
| 3M | -25.7% | -31.3% | +5.6% | -22.1% |
| 6M | -24.5% | -52.1% | +27.6% | -16.8% |
| YTD | -45.2% | -25.9% | -19.3% | -44.7% |
| 1Y | -36.4% | -8.5% | -27.9% | -38.6% |
| 3Y | -46.9% | +165.5% | -212.5% | -60.9% |
| All | -46.9% | +166.5% | -213.4% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling