+152.4%
DKNG vs GSK
+58.3%
+94.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +3.0% | -3.5% | +6.6% | +4.2% |
| 30D | -3.0% | -3.4% | +0.4% | -2.0% |
| 3M | -17.6% | -8.1% | -9.5% | -15.5% |
| 6M | -3.2% | -11.1% | +7.9% | -0.2% |
| YTD | -28.2% | +0.7% | -28.9% | -29.3% |
| 1Y | -46.1% | +20.1% | -66.2% | -50.4% |
| 3Y | -22.2% | +46.1% | -68.3% | -37.0% |
| 5Y | -60.4% | +48.2% | -108.6% | -69.3% |
| All | +152.4% | +58.3% | +94.2% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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