+119.5%
DDOG vs GD
+55.3%
+64.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.1% | -7.0% |
| 7D | -34.3% | -3.9% | -30.4% | -33.7% |
| 30D | -37.2% | +8.1% | -45.3% | -38.1% |
| 3M | -38.3% | -6.8% | -31.6% | -37.3% |
| 6M | +19.8% | +3.0% | +16.8% | +19.1% |
| YTD | +28.4% | +7.8% | +20.6% | +26.2% |
| 1Y | +12.7% | +5.8% | +6.9% | +11.2% |
| All | +119.5% | +55.3% | +64.2% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling