+55.0%
DDOG vs GD
+97.9%
-42.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | -10.1% | -5.3% | -4.9% | -8.4% |
| 30D | -24.8% | -6.4% | -18.4% | -23.0% |
| 3M | -12.6% | +5.7% | -18.3% | -14.5% |
| 6M | +79.9% | -0.9% | +80.9% | +80.0% |
| YTD | +56.6% | +8.2% | +48.4% | +51.0% |
| 1Y | +61.6% | +13.4% | +48.2% | +52.9% |
| 3Y | +117.9% | +68.5% | +49.4% | +67.4% |
| All | +55.0% | +97.9% | -42.9% | +12.3% |
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