+86.6%
DDOG vs GGLL
+194.0%
-107.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -19.1% | +5.1% | -24.2% | -20.4% |
| 30D | -39.2% | -35.5% | -3.7% | -32.2% |
| 3M | -31.6% | -39.2% | +7.6% | -22.8% |
| 6M | -10.9% | -54.4% | +43.5% | +7.0% |
| YTD | +31.2% | -29.8% | +61.0% | +35.1% |
| 1Y | -10.7% | -20.4% | +9.7% | -12.6% |
| 3Y | +72.1% | +149.7% | -77.6% | -5.1% |
| All | +86.6% | +194.0% | -107.5% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling