+152.4%
DKNG vs GIS
-11.6%
+164.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.4% |
| 7D | +3.0% | -6.4% | +9.4% | +3.6% |
| 30D | -3.0% | -6.1% | +3.1% | -2.5% |
| 3M | -17.6% | +7.8% | -25.4% | -17.7% |
| 6M | -3.2% | -8.8% | +5.5% | -3.0% |
| YTD | -28.2% | -19.1% | -9.1% | -27.9% |
| 1Y | -46.1% | -24.8% | -21.3% | -45.7% |
| 3Y | -22.2% | -37.6% | +15.4% | -21.5% |
| 5Y | -60.4% | -25.4% | -35.0% | -64.0% |
| All | +152.4% | -11.6% | +164.1% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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