+152.4%
DKNG vs GPC
+70.3%
+82.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +3.0% | -3.2% | +6.2% | +4.5% |
| 30D | -3.0% | +0.5% | -3.5% | -3.2% |
| 3M | -17.6% | +31.7% | -49.3% | -27.5% |
| 6M | -3.2% | +24.7% | -28.0% | -13.2% |
| YTD | -28.2% | +11.8% | -40.0% | -33.5% |
| 1Y | -46.1% | -3.0% | -43.1% | -46.5% |
| 3Y | -22.2% | -1.1% | -21.1% | -26.9% |
| 5Y | -60.4% | +30.5% | -90.9% | -67.0% |
| All | +152.4% | +70.3% | +82.2% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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