+50.6%
DDOG vs GAP
+9.4%
+41.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -6.1% | +1.7% | -7.8% | -6.4% |
| 30D | -10.1% | +9.3% | -19.5% | -11.8% |
| 3M | -9.3% | +6.1% | -15.4% | -10.6% |
| 6M | +67.2% | -2.3% | +69.5% | +64.9% |
| YTD | +54.6% | -10.6% | +65.2% | +54.6% |
| 1Y | +54.1% | -4.4% | +58.5% | +50.8% |
| 3Y | +115.3% | +118.3% | -3.0% | +52.1% |
| 5Y | +50.6% | +12.2% | +38.4% | +7.4% |
| All | +50.6% | +9.4% | +41.2% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling