+467.1%
DDOG vs GD
+122.9%
+344.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -10.1% | -5.3% | -4.9% | -8.8% |
| 30D | -24.8% | -6.4% | -18.4% | -23.4% |
| 3M | -12.6% | +5.7% | -18.3% | -14.1% |
| 6M | +79.9% | -0.9% | +80.9% | +79.9% |
| YTD | +56.6% | +8.2% | +48.4% | +52.3% |
| 1Y | +61.6% | +13.4% | +48.2% | +55.0% |
| 3Y | +117.9% | +68.5% | +49.4% | +83.1% |
| 5Y | +54.2% | +97.2% | -42.9% | +25.6% |
| All | +467.1% | +122.9% | +344.2% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling