+121.1%
DDOG vs GH
+378.9%
-257.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.0% | +7.0% |
| 7D | +7.7% | -0.2% | +7.8% | +7.7% |
| 30D | -13.6% | -2.6% | -11.0% | -13.3% |
| 3M | -0.9% | +25.1% | -26.0% | -4.9% |
| 6M | +75.2% | +78.5% | -3.3% | +57.1% |
| YTD | +65.7% | +59.4% | +6.3% | +51.4% |
| 1Y | +60.4% | +173.9% | -113.5% | +33.9% |
| All | +121.1% | +378.9% | -257.8% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling