+59.4%
DDOG vs GIS
-23.7%
+83.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.5% | -2.2% |
| 7D | +3.2% | -8.4% | +11.6% | +1.4% |
| 30D | -10.2% | -5.2% | -5.0% | -10.9% |
| 3M | -2.6% | +8.2% | -10.8% | +0.3% |
| 6M | +80.1% | -12.0% | +92.2% | +69.1% |
| YTD | +63.0% | -18.9% | +81.9% | +51.0% |
| 1Y | +59.4% | -23.6% | +83.0% | +44.7% |
| All | +59.4% | -23.7% | +83.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling