-59.1%
DKNG vs GSK
+47.2%
-106.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +3.0% | -3.5% | +6.6% | +3.5% |
| 30D | -3.0% | -3.4% | +0.4% | -2.6% |
| 3M | -17.6% | -8.1% | -9.5% | -16.8% |
| 6M | -3.2% | -11.1% | +7.9% | -2.1% |
| YTD | -28.2% | +0.7% | -28.9% | -28.6% |
| 1Y | -46.1% | +20.1% | -66.2% | -47.7% |
| 3Y | -22.2% | +46.1% | -68.3% | -29.6% |
| All | -59.1% | +47.2% | -106.3% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling