-22.2%
DKNG vs GPC
-2.2%
-20.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +3.0% | -3.2% | +6.2% | +3.9% |
| 30D | -3.0% | +0.5% | -3.5% | -3.1% |
| 3M | -17.6% | +31.7% | -49.3% | -23.0% |
| 6M | -3.2% | +24.7% | -28.0% | -8.6% |
| YTD | -28.2% | +11.8% | -40.0% | -31.5% |
| 1Y | -46.1% | -3.0% | -43.1% | -46.3% |
| 3Y | -22.2% | -1.1% | -21.1% | -28.4% |
| All | -22.2% | -2.2% | -20.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling