+117.1%
DDOG vs GDDY
+30.8%
+86.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.0% |
| 7D | +3.9% | -3.2% | +7.1% | +5.2% |
| 30D | -8.2% | +6.8% | -15.0% | -11.8% |
| 3M | -5.6% | +30.5% | -36.0% | -20.1% |
| 6M | +73.5% | +13.3% | +60.2% | +58.3% |
| YTD | +62.7% | -21.0% | +83.6% | +76.9% |
| 1Y | +59.0% | -34.0% | +93.0% | +89.9% |
| 3Y | +117.1% | +33.1% | +84.1% | +87.9% |
| All | +117.1% | +30.8% | +86.4% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling