+59.9%
DDOG vs GIS
-23.6%
+83.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.6% | +8.7% | +6.8% |
| 7D | +7.7% | -8.6% | +16.3% | +5.6% |
| 30D | -13.6% | -0.5% | -13.2% | -13.5% |
| 3M | -0.9% | +11.9% | -12.8% | +2.2% |
| 6M | +75.2% | -11.6% | +86.8% | +70.0% |
| YTD | +65.7% | -16.3% | +82.0% | +59.4% |
| 1Y | +60.4% | -21.8% | +82.1% | +52.3% |
| 3Y | +130.7% | -35.7% | +166.3% | +111.5% |
| 5Y | +59.9% | -22.9% | +82.7% | +47.7% |
| All | +59.9% | -23.6% | +83.5% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling