+391.0%
DDOG vs GD
+128.9%
+262.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | -2.3% | +0.6% | -2.9% | -2.4% |
| 30D | -35.8% | +9.5% | -45.3% | -37.4% |
| 3M | -25.3% | -5.8% | -19.4% | -24.0% |
| 6M | -8.9% | +7.7% | -16.6% | -11.1% |
| YTD | +35.6% | +11.1% | +24.5% | +30.9% |
| 1Y | -6.8% | +6.1% | -12.9% | -8.8% |
| 3Y | +77.9% | +59.8% | +18.1% | +52.7% |
| 5Y | -3.1% | +104.6% | -107.8% | -21.9% |
| All | +391.0% | +128.9% | +262.2% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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