-3.6%
DDOG vs GH
+45.9%
-49.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.5% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | -31.6% | -6.9% | -24.7% | -29.7% |
| 3M | -27.0% | -4.9% | -22.1% | -25.9% |
| 6M | -10.3% | +54.1% | -64.4% | -23.8% |
| YTD | +35.4% | +48.5% | -13.1% | +15.8% |
| 1Y | -1.0% | +61.2% | -62.1% | -17.9% |
| 3Y | +76.7% | +570.3% | -493.7% | -26.5% |
| All | -3.6% | +45.9% | -49.5% | -27.3% |
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