+467.1%
DDOG vs GIS
-8.3%
+475.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -10.1% | -7.8% | -2.3% | -10.2% |
| 30D | -24.8% | +6.6% | -31.4% | -24.8% |
| 3M | -12.6% | +21.0% | -33.6% | -12.4% |
| 6M | +79.9% | -9.1% | +89.0% | +79.9% |
| YTD | +56.6% | -13.6% | +70.2% | +56.7% |
| 1Y | +61.6% | -18.0% | +79.6% | +61.9% |
| 3Y | +117.9% | -33.7% | +151.5% | +118.3% |
| 5Y | +54.2% | -19.4% | +73.7% | +40.3% |
| All | +467.1% | -8.3% | +475.4% | +372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling