-10.7%
DDOG vs GGLL
-17.3%
+6.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -19.1% | +5.1% | -24.2% | -19.7% |
| 30D | -39.2% | -35.5% | -3.7% | -35.9% |
| 3M | -31.6% | -39.2% | +7.6% | -27.5% |
| 6M | -10.9% | -54.4% | +43.5% | -3.8% |
| YTD | +31.2% | -29.8% | +61.0% | +31.5% |
| 1Y | -10.7% | -20.4% | +9.7% | -12.5% |
| All | -10.7% | -17.3% | +6.6% | -12.5% |
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