+391.2%
DDOG vs GAP
+50.2%
+341.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +5.6% | -5.2% | +10.8% | +6.4% |
| 30D | -34.9% | -6.9% | -28.0% | -34.4% |
| 3M | -23.4% | +5.7% | -29.1% | -24.6% |
| 6M | -7.7% | +0.9% | -8.7% | -9.1% |
| YTD | +35.6% | -14.5% | +50.1% | +36.0% |
| 1Y | -3.4% | -12.1% | +8.7% | -3.8% |
| 3Y | +78.0% | +72.2% | +5.8% | +50.3% |
| 5Y | -4.4% | +4.5% | -9.0% | -19.5% |
| All | +391.2% | +50.2% | +341.1% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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