+76.9%
DDOG vs GGLL
+163.0%
-86.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -0.9% | +2.5% |
| 7D | -2.3% | +2.9% | -5.2% | -2.8% |
| 30D | -35.8% | -33.1% | -2.7% | -31.0% |
| 3M | -25.3% | -31.2% | +5.9% | -20.4% |
| 6M | -8.9% | -49.4% | +40.5% | +2.0% |
| YTD | +35.6% | -26.8% | +62.4% | +37.7% |
| 1Y | -6.8% | -17.7% | +10.9% | -8.5% |
| All | +76.9% | +163.0% | -86.1% | +24.5% |
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 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