+489.1%
DDOG vs GFI
+1,073.1%
-584.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | +3.9% | -4.9% | +8.7% | +4.2% |
| 30D | -8.2% | +10.7% | -18.9% | -8.7% |
| 3M | -5.6% | +25.6% | -31.2% | -6.9% |
| 6M | +73.5% | -8.3% | +81.8% | +73.5% |
| YTD | +62.7% | +6.3% | +56.4% | +60.5% |
| 1Y | +59.0% | +22.1% | +36.9% | +54.9% |
| 3Y | +117.1% | +289.2% | -172.1% | +91.6% |
| 5Y | +61.3% | +531.7% | -470.4% | +34.8% |
| All | +489.1% | +1,073.1% | -584.0% | +474.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling