-5.9%
DDOG vs GD
+97.4%
-103.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.1% | -6.7% |
| 7D | -34.3% | -3.9% | -30.4% | -33.3% |
| 30D | -37.2% | +8.1% | -45.3% | -38.9% |
| 3M | -38.3% | -6.8% | -31.6% | -36.8% |
| 6M | +19.8% | +3.0% | +16.8% | +18.0% |
| YTD | +28.4% | +7.8% | +20.6% | +23.9% |
| 1Y | +12.7% | +5.8% | +6.9% | +9.5% |
| 3Y | +112.8% | +55.3% | +57.5% | +70.8% |
| 5Y | -5.9% | +96.7% | -102.6% | -33.8% |
| All | -5.9% | +97.4% | -103.3% | -33.8% |
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