-3.6%
DDOG vs GD
+99.6%
-103.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | +2.7% | +0.2% | +1.9% |
| 30D | -31.6% | +8.6% | -40.2% | -33.5% |
| 3M | -27.0% | -7.1% | -19.9% | -25.1% |
| 6M | -10.3% | +7.5% | -17.8% | -13.0% |
| YTD | +35.4% | +9.9% | +25.5% | +29.8% |
| 1Y | -1.0% | +7.6% | -8.5% | -4.2% |
| 3Y | +76.7% | +56.2% | +20.5% | +42.2% |
| All | -3.6% | +99.6% | -103.1% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling