+37.7%
DDOG vs GFS
-2.1%
+39.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.2% | +3.2% | 0.0% | +2.1% |
| 30D | -10.2% | -9.6% | -0.6% | -7.1% |
| 3M | -2.6% | -38.5% | +35.9% | +12.6% |
| 6M | +80.1% | -1.3% | +81.4% | +67.0% |
| YTD | +63.0% | +31.8% | +31.2% | +30.7% |
| 1Y | +59.4% | +44.6% | +14.8% | +21.2% |
| 3Y | +127.0% | -20.6% | +147.7% | +114.1% |
| All | +37.7% | -2.1% | +39.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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