+32.3%
DDOG vs GFS
-3.7%
+35.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | -10.1% | +1.0% | -11.2% | -10.4% |
| 30D | -24.8% | -8.6% | -16.2% | -23.1% |
| 3M | -12.6% | -46.5% | +34.0% | +6.3% |
| 6M | +79.9% | -4.8% | +84.8% | +69.1% |
| YTD | +56.6% | +29.7% | +26.9% | +26.2% |
| 1Y | +61.6% | +35.8% | +25.7% | +26.0% |
| 3Y | +117.9% | -18.3% | +136.2% | +101.7% |
| All | +32.3% | -3.7% | +35.9% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling