-6.4%
DDOG vs GD
+94.5%
-101.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +2.8% |
| 7D | -23.9% | -5.0% | -18.9% | -22.4% |
| 30D | -34.0% | +8.9% | -42.9% | -35.9% |
| 3M | -21.9% | -8.0% | -13.9% | -19.5% |
| 6M | +24.6% | +2.9% | +21.7% | +22.7% |
| YTD | +31.7% | +7.1% | +24.6% | +27.3% |
| 1Y | -6.2% | +5.9% | -12.1% | -8.8% |
| 3Y | +125.1% | +53.9% | +71.2% | +81.4% |
| All | -6.4% | +94.5% | -101.0% | -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