-6.2%
DDOG vs GGLL
-19.4%
+13.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.4% |
| 7D | -23.9% | +3.1% | -27.0% | -24.3% |
| 30D | -34.0% | -36.3% | +2.3% | -30.2% |
| 3M | -21.9% | -40.4% | +18.4% | -16.8% |
| 6M | +24.6% | -54.6% | +79.2% | +35.3% |
| YTD | +31.7% | -31.1% | +62.8% | +32.3% |
| 1Y | -6.2% | -19.2% | +13.0% | -10.1% |
| All | -6.2% | -19.4% | +13.2% | -10.1% |
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