+490.5%
DDOG vs GH
+115.8%
+374.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | +3.2% | -1.2% | +4.5% | +3.7% |
| 30D | -10.2% | -3.7% | -6.5% | -9.3% |
| 3M | -2.6% | +21.7% | -24.3% | -10.1% |
| 6M | +80.1% | +75.7% | +4.4% | +43.2% |
| YTD | +63.0% | +55.7% | +7.3% | +35.2% |
| 1Y | +59.4% | +181.1% | -121.8% | +3.8% |
| 3Y | +127.0% | +371.6% | -244.6% | +3.8% |
| 5Y | +61.7% | +23.2% | +38.5% | +19.2% |
| All | +490.5% | +115.8% | +374.7% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling