+490.5%
DDOG vs GFI
+1,088.2%
-597.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.4% |
| 7D | +3.2% | -5.1% | +8.4% | +3.5% |
| 30D | -10.2% | +13.4% | -23.6% | -10.8% |
| 3M | -2.6% | +36.2% | -38.8% | -4.4% |
| 6M | +80.1% | -9.8% | +90.0% | +80.3% |
| YTD | +63.0% | +7.7% | +55.4% | +60.7% |
| 1Y | +59.4% | +27.2% | +32.2% | +54.9% |
| 3Y | +127.0% | +300.3% | -173.3% | +100.0% |
| 5Y | +61.7% | +539.8% | -478.1% | +35.0% |
| All | +490.5% | +1,088.2% | -597.7% | +475.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling