+141.4%
DKNG vs GLDM
+206.2%
-64.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -2.3% | +0.2% | -2.4% | -2.3% |
| 30D | -2.5% | +0.3% | -2.8% | -2.5% |
| 3M | -14.2% | +3.3% | -17.5% | -14.4% |
| 6M | -6.0% | -14.5% | +8.5% | -4.7% |
| YTD | -31.3% | +1.9% | -33.3% | -31.2% |
| 1Y | -48.5% | +21.1% | -69.6% | -49.0% |
| 3Y | -25.7% | +128.6% | -154.3% | -32.9% |
| 5Y | -62.8% | +143.8% | -206.6% | -67.2% |
| All | +141.4% | +206.2% | -64.8% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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