+92.8%
DDOG vs GGLL
+206.6%
-113.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -0.9% | +2.2% |
| 7D | -2.3% | +2.9% | -5.2% | -3.0% |
| 30D | -35.8% | -33.1% | -2.7% | -29.2% |
| 3M | -25.3% | -31.2% | +5.9% | -18.5% |
| 6M | -8.9% | -49.4% | +40.5% | +6.3% |
| YTD | +35.6% | -26.8% | +62.4% | +38.0% |
| 1Y | -6.8% | -17.7% | +10.9% | -9.6% |
| 3Y | +77.9% | +160.4% | -82.5% | -3.0% |
| All | +92.8% | +206.6% | -113.8% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling