+79.9%
DDOG vs GH
+70.8%
+9.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -10.1% | -0.1% | -10.1% | -10.2% |
| 30D | -24.8% | -1.1% | -23.7% | -24.6% |
| 3M | -12.6% | +21.3% | -33.9% | -15.0% |
| 6M | +79.9% | +73.5% | +6.4% | +61.4% |
| All | +79.9% | +70.8% | +9.1% | +61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling