+19.8%
DDOG vs GGLL
-11.6%
+31.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.5% | -20.9% | -15.2% |
| 7D | -32.2% | -23.1% | -9.1% | -30.1% |
| 30D | -31.7% | -32.9% | +1.2% | -28.3% |
| 3M | -34.5% | -44.9% | +10.4% | -29.9% |
| 6M | +28.7% | -49.5% | +78.2% | +37.5% |
| YTD | +38.8% | -28.9% | +67.7% | +39.4% |
| 1Y | +19.8% | -12.2% | +32.0% | +15.7% |
| All | +19.8% | -11.6% | +31.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling