-25.6%
DKNG vs GGLL
+226.0%
-251.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.1% |
| 7D | -2.3% | -3.9% | +1.6% | -1.6% |
| 30D | -2.5% | -15.4% | +12.8% | +0.4% |
| 3M | -14.2% | -21.9% | +7.7% | -11.1% |
| 6M | -6.0% | +4.5% | -10.5% | -9.1% |
| YTD | -31.3% | -2.4% | -28.9% | -33.0% |
| 1Y | -48.5% | +57.8% | -106.3% | -55.4% |
| All | -25.6% | +226.0% | -251.6% | -52.9% |
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