+137.1%
GLD vs DKNG
-63.0%
+200.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -3.4% | -2.0% | -1.4% | -3.4% |
| 30D | -1.1% | -6.4% | +5.3% | -1.1% |
| 3M | +5.8% | -17.6% | +23.5% | +5.8% |
| 6M | -17.1% | -5.7% | -11.4% | -17.0% |
| YTD | 0.0% | -31.2% | +31.2% | +0.2% |
| 1Y | +18.2% | -48.1% | +66.3% | +18.3% |
| 3Y | +122.6% | -25.6% | +148.1% | +122.7% |
| 5Y | +137.1% | -62.0% | +199.1% | +126.5% |
| All | +137.1% | -63.0% | +200.1% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling