+117.3%
DDOG vs GGLL
+245.5%
-128.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.4% |
| 7D | -10.1% | -4.8% | -5.4% | -9.2% |
| 30D | -24.8% | -13.7% | -11.1% | -22.4% |
| 3M | -12.6% | -21.9% | +9.3% | -8.8% |
| 6M | +79.9% | +11.7% | +68.3% | +69.2% |
| YTD | +56.6% | +2.3% | +54.3% | +49.8% |
| 1Y | +61.6% | +76.2% | -14.6% | +32.7% |
| All | +117.3% | +245.5% | -128.3% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling