+39.9%
DDOG vs GFS
-2.1%
+42.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.2% | +6.5% |
| 7D | +7.7% | +4.5% | +3.2% | +6.1% |
| 30D | -13.6% | -8.2% | -5.4% | -11.2% |
| 3M | -0.9% | -38.9% | +37.9% | +14.8% |
| 6M | +75.2% | -2.9% | +78.1% | +63.6% |
| YTD | +65.7% | +31.8% | +33.9% | +32.8% |
| 1Y | +60.4% | +43.1% | +17.3% | +22.5% |
| 3Y | +130.7% | -20.6% | +151.3% | +117.5% |
| All | +39.9% | -2.1% | +42.0% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling