+198.9%
GLD vs DKNG
+152.4%
+46.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.6% |
| 7D | -2.0% | +3.0% | -5.0% | -2.0% |
| 30D | -1.5% | -3.0% | +1.5% | -1.5% |
| 3M | +3.2% | -17.6% | +20.8% | +3.3% |
| 6M | -16.3% | -3.2% | -13.0% | -16.3% |
| YTD | +0.6% | -28.2% | +28.8% | +0.8% |
| 1Y | +19.1% | -46.1% | +65.2% | +19.4% |
| 3Y | +123.5% | -22.2% | +145.7% | +123.4% |
| 5Y | +138.5% | -60.4% | +198.9% | +139.9% |
| All | +198.9% | +152.4% | +46.4% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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