+19.8%
DDOG vs GFI
+6.9%
+12.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.3% | -20.8% | -14.3% |
| 7D | -32.2% | +1.4% | -33.7% | -32.1% |
| 30D | -31.7% | +3.0% | -34.7% | -31.6% |
| 3M | -34.5% | +10.2% | -44.7% | -34.0% |
| 6M | +28.7% | -10.1% | +38.7% | +28.2% |
| YTD | +38.8% | -11.4% | +50.2% | +33.1% |
| 1Y | +19.8% | +8.4% | +11.4% | +8.6% |
| All | +19.8% | +6.9% | +12.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling