+59.9%
DDOG vs GH
+24.4%
+35.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.0% | +6.8% |
| 7D | +7.7% | -0.2% | +7.8% | +7.7% |
| 30D | -13.6% | -2.6% | -11.0% | -13.1% |
| 3M | -0.9% | +25.1% | -26.0% | -8.6% |
| 6M | +75.2% | +78.5% | -3.3% | +41.8% |
| YTD | +65.7% | +59.4% | +6.3% | +39.0% |
| 1Y | +60.4% | +173.9% | -113.5% | +10.0% |
| 3Y | +130.7% | +382.7% | -252.1% | +14.1% |
| 5Y | +59.9% | +24.4% | +35.5% | +7.2% |
| All | +59.9% | +24.4% | +35.4% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling